Mackay Shields 13F-HR Quarterly holdings report by institutional manager

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL

OMB Number:		3235-0006
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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
1LIFE HEALTHCARE INC	COM	68269G107	109	2,500	SH		SOLE		2,500	0	0
1LIFE HEALTHCARE INC	COM	68269G107	454	10,400	SH		OTR	1	0	10,400	0
21VIANET GROUP INC	SPONSORED ADS A	90138A103	0	0	SH		SOLE		0	0	0
21VIANET GROUP INC	SPONSORED ADS A	90138A103	1	31	SH		DFND	1	0	31	0
21VIANET GROUP INC	SPONSORED ADS A	90138A103	458	13,200	SH		OTR	1	0	13,200	0
360 DIGITECH INC	AMERICAN DEP	88557W101	1	69	SH		DFND	1	0	69	0
360 DIGITECH INC	AMERICAN DEP	88557W101	0	0	SH		SOLE		0	0	0
360 DIGITECH INC	AMERICAN DEP	88557W101	380	32,200	SH		OTR	1	0	32,200	0
3M CO	COM	88579Y101	2,312	13,229	SH		SOLE		13,229	0	0
3M CO	COM	88579Y101	16,644	95,221	SH		OTR	1	0	95,221	0
8X8 INC NEW	COM	282914100	421	12,200	SH		OTR	1	0	12,200	0
8X8 INC NEW	COM	282914100	100	2,900	SH		SOLE		2,900	0	0
8X8 INC NEW	NOTE 0.500% 2/0	282914AB6	73	50,000	PRN		SOLE		50,000	0	0
A10 NETWORKS INC	COM	002121101	572	58,000	SH		SOLE		58,000	0	0
A10 NETWORKS INC	COM	002121101	2,381	241,500	SH		OTR	1	0	241,500	0
ABBOTT LABS	COM	002824100	1,242	11,342	SH		OTR	5	0	11,342	0
ABBOTT LABS	COM	002824100	34,797	317,812	SH		OTR	1	0	317,812	0
ABBOTT LABS	COM	002824100	4,490	41,007	SH		SOLE		41,007	0	0
ABBVIE INC	COM	00287Y109	40,494	377,915	SH		OTR	1	0	377,915	0
ABBVIE INC	COM	00287Y109	4,424	41,288	SH		SOLE		41,288	0	0
ABBVIE INC	COM	00287Y109	1,317	12,294	SH		OTR	5	0	12,294	0
ABERCROMBIE & FITCH CO	CL A	002896207	147	7,200	SH		SOLE		7,200	0	0
ABERCROMBIE & FITCH CO	CL A	002896207	619	30,400	SH		OTR	1	0	30,400	0
ABIOMED INC	COM	003654100	2,132	6,575	SH		OTR	1	0	6,575	0
ABIOMED INC	COM	003654100	312	962	SH		SOLE		962	0	0
ACCO BRANDS CORP	COM	00081T108	314	37,200	SH		SOLE		37,200	0	0
ACCO BRANDS CORP	COM	00081T108	1,318	156,000	SH		OTR	1	0	156,000	0
ACCURAY INC	COM	004397105	240	57,500	SH		OTR	1	0	57,500	0
ACCURAY INC	COM	004397105	58	14,000	SH		SOLE		14,000	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	1,564	16,848	SH		SOLE		16,848	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	12,076	130,059	SH		OTR	1	0	130,059	0
ACUITY BRANDS INC	COM	00508Y102	2,513	20,753	SH		OTR	1	0	20,753	0
ACUITY BRANDS INC	COM	00508Y102	0	0	SH		SOLE		0	0	0
ADAPTHEALTH CORP	COM CL A	00653Q102	710	18,900	SH		SOLE		18,900	0	0
ADAPTHEALTH CORP	COM CL A	00653Q102	2,960	78,800	SH		OTR	1	0	78,800	0
ADDUS HOMECARE CORP	COM	006739106	328	2,800	SH		SOLE		2,800	0	0
ADDUS HOMECARE CORP	COM	006739106	1,347	11,500	SH		OTR	1	0	11,500	0
ADOBE SYSTEMS INCORPORATED	COM	00724F101	5,637	11,271	SH		SOLE		11,271	0	0
ADOBE SYSTEMS INCORPORATED	COM	00724F101	977	1,954	SH		OTR	5	0	1,954	0
ADOBE SYSTEMS INCORPORATED	COM	00724F101	61,350	122,671	SH		OTR	1	0	122,671	0
ADVANCE AUTO PARTS INC	COM	00751Y106	3,273	20,778	SH		OTR	1	0	20,778	0
ADVANCE AUTO PARTS INC	COM	00751Y106	244	1,547	SH		SOLE		1,547	0	0
ADVANCED ENERGY INDS	COM	007973100	873	9,000	SH		SOLE		9,000	0	0
ADVANCED ENERGY INDS	COM	007973100	3,644	37,575	SH		OTR	1	0	37,575	0
ADVANCED MICRO DEVICES INC	COM	007903107	22,762	248,193	SH		OTR	1	0	248,193	0
ADVANCED MICRO DEVICES INC	COM	007903107	2,503	27,292	SH		SOLE		27,292	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	331	3,613	SH		OTR	5	0	3,613	0
ADVANCED MICRO DEVICES INC	NOTE 2.125% 9/0	007903BD8	378	33,000	PRN		SOLE		33,000	0	0
ADVANSIX INC	COM	00773T101	634	31,700	SH		SOLE		31,700	0	0
ADVANSIX INC	COM	00773T101	2,677	133,900	SH		OTR	1	0	133,900	0
ADVERUM BIOTECHNOLOGIES INC	COM	00773U108	210	19,400	SH		SOLE		19,400	0	0
ADVERUM BIOTECHNOLOGIES INC	COM	00773U108	877	80,900	SH		OTR	1	0	80,900	0
AECOM	COM	00766T100	3,454	69,386	SH		OTR	1	0	69,386	0
AECOM	COM	00766T100	0	0	SH		SOLE		0	0	0
AERIE PHARMACEUTICALS INC	NOTE 1.500%10/0	00771VAB4	70	76,000	PRN		SOLE		76,000	0	0
AEROJET ROCKETDYNE HLDGS INC	COM	007800105	37	700	SH		SOLE		700	0	0
AEROJET ROCKETDYNE HLDGS INC	COM	007800105	169	3,200	SH		OTR	1	0	3,200	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	2,899	1,426,000	PRN		SOLE		1,426,000	0	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	144	71,000	PRN		OTR	4	0	71,000	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	36,834	18,118,000	PRN		OTR	1	0	18,118,000	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	9,725	4,791,000	PRN		DFND	1	0	4,791,000	0
AES CORP	COM	00130H105	7,147	304,118	SH		OTR	1	0	304,118	0
AES CORP	COM	00130H105	587	24,996	SH		SOLE		24,996	0	0
AES CORP	COM	00130H105	560	23,816	SH		OTR	5	0	23,816	0
AFLAC INC	COM	001055102	147	3,308	SH		OTR	5	0	3,308	0
AFLAC INC	COM	001055102	6,460	145,265	SH		OTR	1	0	145,265	0
AFLAC INC	COM	001055102	627	14,101	SH		SOLE		14,101	0	0
AGCO CORP	COM	001084102	1,121	10,876	SH		OTR	5	0	10,876	0
AGCO CORP	COM	001084102	263	2,552	SH		SOLE		2,552	0	0
AGCO CORP	COM	001084102	20,901	202,742	SH		OTR	1	0	202,742	0
AGILENT TECHNOLOGIES INC	COM	00846U101	799	6,740	SH		SOLE		6,740	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	8,628	72,815	SH		OTR	1	0	72,815	0
AGNC INVT CORP	COM	00123Q104	0	0	SH		SOLE		0	0	0
AGNC INVT CORP	COM	00123Q104	2,398	153,697	SH		OTR	1	0	153,697	0
AGREE REALTY CORP	COM	008492100	127	1,900	SH		SOLE		1,900	0	0
AGREE REALTY CORP	COM	008492100	506	7,600	SH		OTR	1	0	7,600	0
AIR PRODS & CHEMS INC	COM	009158106	9,989	36,562	SH		OTR	1	0	36,562	0
AIR PRODS & CHEMS INC	COM	009158106	1,289	4,718	SH		SOLE		4,718	0	0
AIR TRANSPORT SERVICES GRP I	NOTE 1.125%10/1	00922RAB1	78	65,000	PRN		SOLE		65,000	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	369	3,512	SH		SOLE		3,512	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	8,866	84,449	SH		OTR	1	0	84,449	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	690	555,000	PRN		SOLE		555,000	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	90	73,000	PRN		OTR	4	0	73,000	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	6,180	4,993,000	PRN		DFND	1	0	4,993,000	0
AKAMAI TECHNOLOGIES INC	NOTE 0.375% 9/0	00971TAL5	2,142	1,914,000	PRN		SOLE		1,914,000	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.375% 9/0	00971TAL5	20,707	18,500,000	PRN		OTR	1	0	18,500,000	0
ALAMO GROUP INC	COM	011311107	276	2,000	SH		OTR	1	0	2,000	0
ALAMO GROUP INC	COM	011311107	55	400	SH		SOLE		400	0	0
ALARM COM HLDGS INC	COM	011642105	797	7,700	SH		OTR	1	0	7,700	0
ALARM COM HLDGS INC	COM	011642105	186	1,800	SH		SOLE		1,800	0	0
ALASKA AIR GROUP INC	COM	011659109	123	2,356	SH		SOLE		2,356	0	0
ALASKA AIR GROUP INC	COM	011659109	936	17,995	SH		OTR	1	0	17,995	0
ALBEMARLE CORP	COM	012653101	2,285	15,491	SH		OTR	1	0	15,491	0
ALBEMARLE CORP	COM	012653101	344	2,332	SH		SOLE		2,332	0	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	177	991	SH		OTR	5	0	991	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	7,190	40,341	SH		OTR	1	0	40,341	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	523	2,935	SH		SOLE		2,935	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	11,113	71,125	SH		OTR	1	0	71,125	0
ALEXION PHARMACEUTICALS INC	COM	015351109	762	4,875	SH		SOLE		4,875	0	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	9	38	SH		DFND	1	0	38	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	10,151	43,619	SH		OTR	1	0	43,619	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	1,303	5,600	SH		SOLE		5,600	0	0
ALIGN TECHNOLOGY INC	COM	016255101	839	1,570	SH		SOLE		1,570	0	0
ALIGN TECHNOLOGY INC	COM	016255101	5,579	10,441	SH		OTR	1	0	10,441	0
ALLAKOS INC	COM	01671P100	420	3,000	SH		SOLE		3,000	0	0
ALLAKOS INC	COM	01671P100	1,820	13,000	SH		OTR	1	0	13,000	0
ALLEGHENY TECHNOLOGIES INC	NOTE 4.750% 7/0	01741RAG7	96	70,000	PRN		SOLE		70,000	0	0
ALLEGIANT TRAVEL CO	COM	01748X102	1,211	6,400	SH		OTR	1	0	6,400	0
ALLEGIANT TRAVEL CO	COM	01748X102	303	1,600	SH		SOLE		1,600	0	0
ALLIANCEBERNSTEIN GLOBAL HIG	COM	01879R106	794	67,463	SH		SOLE		67,463	0	0
ALLIANT ENERGY CORP	COM	018802108	292	5,672	SH		SOLE		5,672	0	0
ALLIANT ENERGY CORP	COM	018802108	1,873	36,344	SH		OTR	1	0	36,344	0
ALLIED MOTION TECHNOLOGIES I	COM	019330109	675	13,200	SH		OTR	1	0	13,200	0
ALLIED MOTION TECHNOLOGIES I	COM	019330109	158	3,100	SH		SOLE		3,100	0	0
ALLSCRIPTS HEALTHCARE SOLUTN	COM	01988P108	225	15,600	SH		OTR	1	0	15,600	0
ALLSCRIPTS HEALTHCARE SOLUTN	COM	01988P108	56	3,900	SH		SOLE		3,900	0	0
ALLSTATE CORP	COM	020002101	11	99	SH		DFND	1	0	99	0
ALLSTATE CORP	COM	020002101	1,432	13,024	SH		OTR	5	0	13,024	0
ALLSTATE CORP	COM	020002101	12,648	115,055	SH		OTR	1	0	115,055	0
ALLSTATE CORP	COM	020002101	1,084	9,862	SH		SOLE		9,862	0	0
ALPHABET INC	CAP STK CL A	02079K305	12,402	7,076	SH		SOLE		7,076	0	0
ALPHABET INC	CAP STK CL A	02079K305	4,762	2,717	SH		OTR	5	0	2,717	0
ALPHABET INC	CAP STK CL A	02079K305	125,154	71,409	SH		OTR	1	0	71,409	0
ALPHABET INC	CAP STK CL C	02079K107	4,537	2,590	SH		OTR	5	0	2,590	0
ALPHABET INC	CAP STK CL C	02079K107	11,573	6,606	SH		SOLE		6,606	0	0
ALPHABET INC	CAP STK CL C	02079K107	131,384	74,996	SH		OTR	1	0	74,996	0
ALPINE INCOME PPTY TR INC	COM	02083X103	483	32,200	SH		OTR	1	0	32,200	0
ALPINE INCOME PPTY TR INC	COM	02083X103	114	7,600	SH		SOLE		7,600	0	0
ALTERYX INC	COM CL A	02156B103	0	0	SH		SOLE		0	0	0
ALTERYX INC	COM CL A	02156B103	1,113	9,142	SH		OTR	1	0	9,142	0
ALTERYX INC	NOTE 0.500% 8/0	02156BAD5	151	145,000	PRN		SOLE		145,000	0	0
ALTICE USA INC	CL A	02156K103	12,841	339,074	SH		OTR	1	0	339,074	0
ALTICE USA INC	CL A	02156K103	260	6,872	SH		SOLE		6,872	0	0
ALTRIA GROUP INC	COM	02209S103	964	23,522	SH		SOLE		23,522	0	0
ALTRIA GROUP INC	COM	02209S103	12,467	304,068	SH		OTR	1	0	304,068	0
AMALGAMATED BK NEW YORK N Y	CLASS A	022663108	545	39,700	SH		OTR	1	0	39,700	0
AMALGAMATED BK NEW YORK N Y	CLASS A	022663108	132	9,600	SH		SOLE		9,600	0	0
AMAZON COM INC	COM	023135106	32,488	9,975	SH		SOLE		9,975	0	0
AMAZON COM INC	COM	023135106	365,532	112,232	SH		OTR	1	0	112,232	0
AMAZON COM INC	COM	023135106	12,266	3,766	SH		OTR	5	0	3,766	0
AMEDISYS INC	COM	023436108	6,669	22,734	SH		OTR	1	0	22,734	0
AMEDISYS INC	COM	023436108	225	766	SH		SOLE		766	0	0
AMER SOFTWARE INC	CL A	029683109	689	40,100	SH		OTR	1	0	40,100	0
AMER SOFTWARE INC	CL A	029683109	165	9,600	SH		SOLE		9,600	0	0
AMERCO	COM	023586100	1,234	2,718	SH		OTR	1	0	2,718	0
AMERCO	COM	023586100	0	0	SH		SOLE		0	0	0
AMEREN CORP	COM	023608102	2,808	35,971	SH		OTR	1	0	35,971	0
AMEREN CORP	COM	023608102	407	5,216	SH		SOLE		5,216	0	0
AMERICAN AIRLS GROUP INC	COM	02376R102	184	11,658	SH		SOLE		11,658	0	0
AMERICAN AIRLS GROUP INC	COM	02376R102	1,402	88,875	SH		OTR	1	0	88,875	0
AMERICAN AIRLS GROUP INC	NOTE 6.500% 7/0	02376RAF9	14,260	11,330,000	PRN		OTR	1	0	11,330,000	0
AMERICAN AIRLS GROUP INC	NOTE 6.500% 7/0	02376RAF9	1,194	949,000	PRN		SOLE		949,000	0	0
AMERICAN ELEC PWR CO INC	COM	025537101	897	10,770	SH		SOLE		10,770	0	0
AMERICAN ELEC PWR CO INC	COM	025537101	7,226	86,775	SH		OTR	1	0	86,775	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	777	28,100	SH		SOLE		28,100	0	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	3,239	117,100	SH		OTR	1	0	117,100	0
AMERICAN EXPRESS CO	COM	025816109	1,686	13,943	SH		SOLE		13,943	0	0
AMERICAN EXPRESS CO	COM	025816109	10	80	SH		DFND	1	0	80	0
AMERICAN EXPRESS CO	COM	025816109	13,119	108,499	SH		OTR	1	0	108,499	0
AMERICAN FIN TR INC	COM CLASS A	02607T109	146	19,600	SH		OTR	1	0	19,600	0
AMERICAN FIN TR INC	COM CLASS A	02607T109	34	4,600	SH		SOLE		4,600	0	0
AMERICAN HOMES 4 RENT	CL A	02665T306	2,656	88,534	SH		OTR	1	0	88,534	0
AMERICAN HOMES 4 RENT	CL A	02665T306	0	0	SH		SOLE		0	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	710	18,751	SH		SOLE		18,751	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	5,953	157,250	SH		OTR	1	0	157,250	0
AMERICAN NATIONAL GROUP INC	COM NEW	02772A109	74	766	SH		SOLE		766	0	0
AMERICAN NATIONAL GROUP INC	COM NEW	02772A109	1,415	14,725	SH		OTR	1	0	14,725	0
AMERICAN PUBLIC EDUCATION IN	COM	02913V103	296	9,700	SH		SOLE		9,700	0	0
AMERICAN PUBLIC EDUCATION IN	COM	02913V103	1,234	40,500	SH		OTR	1	0	40,500	0
AMERICAN TOWER CORP NEW	COM	03027X100	22,925	102,135	SH		OTR	1	0	102,135	0
AMERICAN TOWER CORP NEW	COM	03027X100	613	2,731	SH		OTR	5	0	2,731	0
AMERICAN TOWER CORP NEW	COM	03027X100	2,347	10,456	SH		SOLE		10,456	0	0
AMERICAN WOODMARK CORPORATIO	COM	030506109	1,126	12,000	SH		OTR	1	0	12,000	0
AMERICAN WOODMARK CORPORATIO	COM	030506109	263	2,800	SH		SOLE		2,800	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	4,048	26,378	SH		OTR	1	0	26,378	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	608	3,960	SH		SOLE		3,960	0	0
AMERICAS CAR-MART INC	COM	03062T105	494	4,500	SH		OTR	1	0	4,500	0
AMERICAS CAR-MART INC	COM	03062T105	121	1,100	SH		SOLE		1,100	0	0
AMERIPRISE FINL INC	COM	03076C106	1,352	6,958	SH		OTR	5	0	6,958	0
AMERIPRISE FINL INC	COM	03076C106	18,904	97,277	SH		OTR	1	0	97,277	0
AMERIPRISE FINL INC	COM	03076C106	866	4,457	SH		SOLE		4,457	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	694	7,104	SH		OTR	5	0	7,104	0
AMERISOURCEBERGEN CORP	COM	03073E105	373	3,815	SH		SOLE		3,815	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	14,165	144,898	SH		OTR	1	0	144,898	0
AMETEK INC	COM	031100100	604	4,991	SH		SOLE		4,991	0	0
AMETEK INC	COM	031100100	4,049	33,477	SH		OTR	1	0	33,477	0
AMGEN INC	COM	031162100	46,395	201,789	SH		OTR	1	0	201,789	0
AMGEN INC	COM	031162100	2,209	9,608	SH		OTR	5	0	9,608	0
AMGEN INC	COM	031162100	3,296	14,334	SH		SOLE		14,334	0	0
AMICUS THERAPEUTICS INC	COM	03152W109	2,735	118,441	SH		OTR	1	0	118,441	0
AMICUS THERAPEUTICS INC	COM	03152W109	655	28,365	SH		SOLE		28,365	0	0
AMKOR TECHNOLOGY INC	COM	031652100	2,496	165,524	SH		OTR	1	0	165,524	0
AMKOR TECHNOLOGY INC	COM	031652100	596	39,501	SH		SOLE		39,501	0	0
AMPHASTAR PHARMACEUTICALS IN	COM	03209R103	1,874	93,200	SH		OTR	1	0	93,200	0
AMPHASTAR PHARMACEUTICALS IN	COM	03209R103	450	22,400	SH		SOLE		22,400	0	0
AMPHENOL CORP NEW	CL A	032095101	5,757	44,022	SH		OTR	1	0	44,022	0
AMPHENOL CORP NEW	CL A	032095101	865	6,616	SH		SOLE		6,616	0	0
ANALOG DEVICES INC	COM	032654105	9,367	63,407	SH		OTR	1	0	63,407	0
ANALOG DEVICES INC	COM	032654105	1,189	8,049	SH		SOLE		8,049	0	0
ANAPLAN INC	COM	03272L108	0	0	SH		SOLE		0	0	0
ANAPLAN INC	COM	03272L108	1,622	22,575	SH		OTR	1	0	22,575	0
ANDERSONS INC	COM	034164103	306	12,500	SH		SOLE		12,500	0	0
ANDERSONS INC	COM	034164103	1,275	52,000	SH		OTR	1	0	52,000	0
ANGIODYNAMICS INC	COM	03475V101	46	3,000	SH		SOLE		3,000	0	0
ANGIODYNAMICS INC	COM	03475V101	190	12,400	SH		OTR	1	0	12,400	0
ANI PHARMACEUTICALS INC	COM	00182C103	78	2,700	SH		SOLE		2,700	0	0
ANI PHARMACEUTICALS INC	COM	00182C103	337	11,600	SH		OTR	1	0	11,600	0
ANNALY CAPITAL MANAGEMENT IN	COM	035710409	1,287	152,287	SH		SOLE		152,287	0	0
ANNALY CAPITAL MANAGEMENT IN	COM	035710409	480	56,818	SH		OTR	1	0	56,818	0
ANSYS INC	COM	03662Q105	4,546	12,496	SH		OTR	1	0	12,496	0
ANSYS INC	COM	03662Q105	669	1,840	SH		SOLE		1,840	0	0
ANTARES PHARMA INC	COM	036642106	329	82,400	SH		SOLE		82,400	0	0
ANTARES PHARMA INC	COM	036642106	1,368	342,900	SH		OTR	1	0	342,900	0
ANTHEM INC	COM	036752103	1,817	5,660	SH		OTR	5	0	5,660	0
ANTHEM INC	COM	036752103	2,146	6,684	SH		SOLE		6,684	0	0
ANTHEM INC	COM	036752103	30,208	94,078	SH		OTR	1	0	94,078	0
APACHE CORP	COM	037411105	779	54,929	SH		OTR	1	0	54,929	0
APACHE CORP	COM	037411105	102	7,200	SH		SOLE		7,200	0	0
APARTMENT INCOME REIT CORP	COM	03750L109	538	13,994	SH		OTR	1	0	13,994	0
APARTMENT INCOME REIT CORP	COM	03750L109	0	0	SH		SOLE		0	0	0
APARTMENT INVT & MGMT CO	CL A	03748R747	74	13,994	SH		OTR	1	0	13,994	0
APARTMENT INVT & MGMT CO	CL A	03748R747	0	0	SH		SOLE		0	0	0
APELLIS PHARMACEUTICALS INC	COM	03753U106	572	10,000	SH		SOLE		10,000	0	0
APELLIS PHARMACEUTICALS INC	COM	03753U106	2,408	42,100	SH		OTR	1	0	42,100	0
APELLIS PHARMACEUTICALS INC	NOTE 3.500% 9/1	03753UAB2	138	82,000	PRN		OTR	4	0	82,000	0
APELLIS PHARMACEUTICALS INC	NOTE 3.500% 9/1	03753UAB2	9,857	5,875,000	PRN		DFND	1	0	5,875,000	0
APELLIS PHARMACEUTICALS INC	NOTE 3.500% 9/1	03753UAB2	1,445	856,000	PRN		SOLE		856,000	0	0
APELLIS PHARMACEUTICALS INC	NOTE 3.500% 9/1	03753UAB2	20,362	12,065,000	PRN		OTR	1	0	12,065,000	0
APOLLO COML REAL EST FIN INC	COM	03762U105	25	2,200	SH		SOLE		2,200	0	0
APOLLO COML REAL EST FIN INC	COM	03762U105	103	9,200	SH		OTR	1	0	9,200	0
APPFOLIO INC	COM CL A	03783C100	90	500	SH		SOLE		500	0	0
APPFOLIO INC	COM CL A	03783C100	396	2,200	SH		OTR	1	0	2,200	0
APPIAN CORP	CL A	03782L101	827	5,100	SH		OTR	1	0	5,100	0
APPIAN CORP	CL A	03782L101	211	1,300	SH		SOLE		1,300	0	0
APPLE HOSPITALITY REIT INC	COM NEW	03784Y200	2,330	180,458	SH		OTR	1	0	180,458	0
APPLE HOSPITALITY REIT INC	COM NEW	03784Y200	45	3,522	SH		SOLE		3,522	0	0
APPLE INC	COM	037833100	537,028	4,047,241	SH		OTR	1	0	4,047,241	0
APPLE INC	COM	037833100	18,163	136,885	SH		OTR	5	0	136,885	0
APPLE INC	COM	037833100	48,106	362,541	SH		SOLE		362,541	0	0
APPLIED INDL TECHNOLOGIES IN	COM	03820C105	1,248	16,000	SH		OTR	1	0	16,000	0
APPLIED INDL TECHNOLOGIES IN	COM	03820C105	296	3,800	SH		SOLE		3,800	0	0
APPLIED MATLS INC	COM	038222105	1,894	21,948	SH		SOLE		21,948	0	0
APPLIED MATLS INC	COM	038222105	555	6,426	SH		OTR	5	0	6,426	0
APPLIED MATLS INC	COM	038222105	21,496	249,087	SH		OTR	1	0	249,087	0
ARCBEST CORP	COM	03937C105	2,219	52,000	SH		OTR	1	0	52,000	0
ARCBEST CORP	COM	03937C105	529	12,400	SH		SOLE		12,400	0	0
ARCH RESOURCES INC	CL A	03940R107	481	11,000	SH		OTR	1	0	11,000	0
ARCH RESOURCES INC	CL A	03940R107	114	2,600	SH		SOLE		2,600	0	0
ARCHER DANIELS MIDLAND CO	COM	039483102	4,081	80,962	SH		OTR	1	0	80,962	0
ARCHER DANIELS MIDLAND CO	COM	039483102	625	12,393	SH		SOLE		12,393	0	0
ARCONIC CORPORATION	COM	03966V107	1,040	34,900	SH		OTR	1	0	34,900	0
ARCONIC CORPORATION	COM	03966V107	247	8,300	SH		SOLE		8,300	0	0
ARENA PHARMACEUTICALS INC	COM NEW	040047607	608	7,908	SH		SOLE		7,908	0	0
ARENA PHARMACEUTICALS INC	COM NEW	040047607	2,526	32,872	SH		OTR	1	0	32,872	0
ARES CAPITAL CORP	NOTE 3.750% 2/0	04010LAT0	8,667	8,435,000	PRN		OTR	1	0	8,435,000	0
ARES CAPITAL CORP	NOTE 3.750% 2/0	04010LAT0	339	330,000	PRN		OTR	5	0	330,000	0
ARES CAPITAL CORP	NOTE 3.750% 2/0	04010LAT0	2,125	2,068,000	PRN		SOLE		2,068,000	0	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	16,845	15,929,000	PRN		SOLE		15,929,000	0	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	185	175,000	PRN		OTR	5	0	175,000	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	28,262	26,725,000	PRN		OTR	1	0	26,725,000	0
ARES COML REAL ESTATE CORP	COM	04013V108	871	73,100	SH		OTR	1	0	73,100	0
ARES COML REAL ESTATE CORP	COM	04013V108	207	17,400	SH		SOLE		17,400	0	0
ARES DYNAMIC CR ALLOCATION F	COM	04014F102	386	27,018	SH		SOLE		27,018	0	0
ARISTA NETWORKS INC	COM	040413106	2,303	7,927	SH		OTR	1	0	7,927	0
ARISTA NETWORKS INC	COM	040413106	360	1,239	SH		SOLE		1,239	0	0
ARMADA HOFFLER PPTYS INC	COM	04208T108	236	21,000	SH		OTR	1	0	21,000	0
ARMADA HOFFLER PPTYS INC	COM	04208T108	56	5,000	SH		SOLE		5,000	0	0
ARROW ELECTRS INC	COM	042735100	12,190	125,285	SH		OTR	1	0	125,285	0
ARROW ELECTRS INC	COM	042735100	303	3,116	SH		SOLE		3,116	0	0
ARROW ELECTRS INC	COM	042735100	1,130	11,610	SH		OTR	5	0	11,610	0
ARROWHEAD PHARMACEUTICALS IN	COM	04280A100	783	10,200	SH		SOLE		10,200	0	0
ARROWHEAD PHARMACEUTICALS IN	COM	04280A100	3,286	42,826	SH		OTR	1	0	42,826	0
ARTESIAN RES CORP	CL A	043113208	481	12,984	SH		OTR	1	0	12,984	0
ARTESIAN RES CORP	CL A	043113208	119	3,200	SH		SOLE		3,200	0	0
ARTISAN PARTNERS ASSET MGMT	CL A	04316A108	488	9,700	SH		SOLE		9,700	0	0
ARTISAN PARTNERS ASSET MGMT	CL A	04316A108	2,039	40,500	SH		OTR	1	0	40,500	0
ARVINAS INC	COM	04335A105	255	3,000	SH		SOLE		3,000	0	0
ARVINAS INC	COM	04335A105	1,087	12,800	SH		OTR	1	0	12,800	0
ASBURY AUTOMOTIVE GROUP INC	COM	043436104	146	1,000	SH		SOLE		1,000	0	0
ASBURY AUTOMOTIVE GROUP INC	COM	043436104	598	4,100	SH		OTR	1	0	4,100	0
ASSURANT INC	COM	04621X108	1,176	8,631	SH		OTR	1	0	8,631	0
ASSURANT INC	COM	04621X108	154	1,133	SH		SOLE		1,133	0	0
AT HOME GROUP INC	COM	04650Y100	349	22,600	SH		SOLE		22,600	0	0
AT HOME GROUP INC	COM	04650Y100	1,447	93,600	SH		OTR	1	0	93,600	0
AT&T INC	COM	00206R102	4,517	157,049	SH		SOLE		157,049	0	0
AT&T INC	COM	00206R102	33,063	1,149,633	SH		OTR	1	0	1,149,633	0
AT&T INC	COM	00206R102	568	19,764	SH		OTR	5	0	19,764	0
ATARA BIOTHERAPEUTICS INC	COM	046513107	1,100	56,039	SH		OTR	1	0	56,039	0
ATARA BIOTHERAPEUTICS INC	COM	046513107	265	13,492	SH		SOLE		13,492	0	0
ATKORE INTL GROUP INC	COM	047649108	3,068	74,624	SH		OTR	1	0	74,624	0
ATKORE INTL GROUP INC	COM	047649108	738	17,954	SH		SOLE		17,954	0	0
ATLANTIC CAP BANCSHARES INC	COM	048269203	896	56,300	SH		OTR	1	0	56,300	0
ATLANTIC CAP BANCSHARES INC	COM	048269203	215	13,500	SH		SOLE		13,500	0	0
ATLAS AIR WORLDWIDE HLDGS IN	COM NEW	049164205	76	1,400	SH		SOLE		1,400	0	0
ATLAS AIR WORLDWIDE HLDGS IN	COM NEW	049164205	316	5,800	SH		OTR	1	0	5,800	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	4,900	4,722,000	PRN		DFND	1	0	4,722,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	23,795	22,711,000	PRN		OTR	1	0	22,711,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	1,598	1,525,000	PRN		SOLE		1,525,000	0	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	71	68,000	PRN		OTR	4	0	68,000	0
ATMOS ENERGY CORP	COM	049560105	1,748	18,318	SH		OTR	1	0	18,318	0
ATMOS ENERGY CORP	COM	049560105	268	2,807	SH		SOLE		2,807	0	0
AUTODESK INC	COM	052769106	30,146	98,729	SH		OTR	1	0	98,729	0
AUTODESK INC	COM	052769106	1,866	6,112	SH		SOLE		6,112	0	0
AUTODESK INC	COM	052769106	1,677	5,491	SH		OTR	5	0	5,491	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	1,644	9,333	SH		SOLE		9,333	0	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	12,387	70,299	SH		OTR	1	0	70,299	0
AUTONATION INC	COM	05329W102	11,942	171,107	SH		OTR	1	0	171,107	0
AUTONATION INC	COM	05329W102	166	2,373	SH		SOLE		2,373	0	0
AUTOZONE INC	COM	053332102	12,818	10,813	SH		OTR	1	0	10,813	0
AUTOZONE INC	COM	053332102	584	493	SH		SOLE		493	0	0
AVALONBAY CMNTYS INC	COM	053484101	491	3,062	SH		SOLE		3,062	0	0
AVALONBAY CMNTYS INC	COM	053484101	6,507	40,559	SH		OTR	1	0	40,559	0
AVAYA HLDGS CORP	COM	05351X101	2,632	137,429	SH		OTR	1	0	137,429	0
AVAYA HLDGS CORP	COM	05351X101	631	32,940	SH		SOLE		32,940	0	0
AVAYA HLDGS CORP	NOTE 2.250% 6/1	05351XAB7	89	85,000	PRN		SOLE		85,000	0	0
AVERY DENNISON CORP	COM	053611109	309	1,995	SH		SOLE		1,995	0	0
AVERY DENNISON CORP	COM	053611109	1,883	12,137	SH		OTR	1	0	12,137	0
AVIS BUDGET GROUP	COM	053774105	280	7,500	SH		OTR	1	0	7,500	0
AVIS BUDGET GROUP	COM	053774105	63	1,700	SH		SOLE		1,700	0	0
AVNET INC	COM	053807103	6,779	193,081	SH		OTR	1	0	193,081	0
AVNET INC	COM	053807103	176	5,012	SH		SOLE		5,012	0	0
AXCELIS TECHNOLOGIES INC	COM NEW	054540208	2,676	91,900	SH		OTR	1	0	91,900	0
AXCELIS TECHNOLOGIES INC	COM NEW	054540208	641	22,000	SH		SOLE		22,000	0	0
AXSOME THERAPEUTICS INC	COM	05464T104	261	3,200	SH		OTR	1	0	3,200	0
AXSOME THERAPEUTICS INC	COM	05464T104	65	800	SH		SOLE		800	0	0
AZZ INC	COM	002474104	161	3,400	SH		SOLE		3,400	0	0
AZZ INC	COM	002474104	678	14,300	SH		OTR	1	0	14,300	0
B & G FOODS INC NEW	COM	05508R106	108	3,900	SH		SOLE		3,900	0	0
B & G FOODS INC NEW	COM	05508R106	444	16,000	SH		OTR	1	0	16,000	0
B. RILEY FINANCIAL INC	COM	05580M108	261	5,900	SH		SOLE		5,900	0	0
B. RILEY FINANCIAL INC	COM	05580M108	1,097	24,800	SH		OTR	1	0	24,800	0
BAIDU INC	SPON ADR REP A	056752108	238	1,100	SH		SOLE		1,100	0	0
BAIDU INC	SPON ADR REP A	056752108	2	11	SH		DFND	1	0	11	0
BAIDU INC	SPON ADR REP A	056752108	2,660	12,300	SH		OTR	1	0	12,300	0
BAKER HUGHES COMPANY	CL A	05722G100	306	14,690	SH		SOLE		14,690	0	0
BAKER HUGHES COMPANY	CL A	05722G100	2,081	99,795	SH		OTR	1	0	99,795	0
BALL CORP	COM	058498106	4,435	47,599	SH		OTR	1	0	47,599	0
BALL CORP	COM	058498106	656	7,038	SH		SOLE		7,038	0	0
BALLYS CORPORATION	COM	05875B106	1,904	37,900	SH		OTR	1	0	37,900	0
BALLYS CORPORATION	COM	05875B106	457	9,100	SH		SOLE		9,100	0	0
BANCORP INC DEL	COM	05969A105	540	39,551	SH		SOLE		39,551	0	0
BANCORP INC DEL	COM	05969A105	2,249	164,755	SH		OTR	1	0	164,755	0
BANDWIDTH INC	COM CL A	05988J103	707	4,600	SH		OTR	1	0	4,600	0
BANDWIDTH INC	COM CL A	05988J103	169	1,100	SH		SOLE		1,100	0	0
BANK NEW YORK MELLON CORP	COM	064058100	12,751	300,446	SH		OTR	1	0	300,446	0
BANK NEW YORK MELLON CORP	COM	064058100	1,117	26,330	SH		SOLE		26,330	0	0
BANK NEW YORK MELLON CORP	COM	064058100	1,427	33,631	SH		OTR	5	0	33,631	0
BANKUNITED INC	COM	06652K103	574	16,500	SH		OTR	1	0	16,500	0
BANKUNITED INC	COM	06652K103	139	4,000	SH		SOLE		4,000	0	0
BARNES GROUP INC	COM	067806109	51	1,000	SH		SOLE		1,000	0	0
BARNES GROUP INC	COM	067806109	223	4,400	SH		OTR	1	0	4,400	0
BAXTER INTL INC	COM	071813109	7,610	94,836	SH		OTR	1	0	94,836	0
BAXTER INTL INC	COM	071813109	937	11,678	SH		SOLE		11,678	0	0
BEAZER HOMES USA INC	COM NEW	07556Q881	380	25,100	SH		SOLE		25,100	0	0
BEAZER HOMES USA INC	COM NEW	07556Q881	1,586	104,700	SH		OTR	1	0	104,700	0
BECTON DICKINSON & CO	COM	075887109	11,802	47,166	SH		OTR	1	0	47,166	0
BECTON DICKINSON & CO	COM	075887109	1,571	6,278	SH		SOLE		6,278	0	0
BED BATH & BEYOND INC	COM	075896100	188	10,600	SH		SOLE		10,600	0	0
BED BATH & BEYOND INC	COM	075896100	792	44,600	SH		OTR	1	0	44,600	0
BENCHMARK ELECTRS INC	COM	08160H101	2,028	75,100	SH		OTR	1	0	75,100	0
BENCHMARK ELECTRS INC	COM	08160H101	486	18,000	SH		SOLE		18,000	0	0
BERKLEY W R CORP	COM	084423102	1,361	20,487	SH		OTR	1	0	20,487	0
BERKLEY W R CORP	COM	084423102	179	2,694	SH		SOLE		2,694	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	2,452	10,576	SH		OTR	5	0	10,576	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	9,872	42,574	SH		SOLE		42,574	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	75,143	324,073	SH		OTR	1	0	324,073	0
BERRY GLOBAL GROUP INC	COM	08579W103	5,704	101,509	SH		OTR	1	0	101,509	0
BERRY GLOBAL GROUP INC	COM	08579W103	0	0	SH		SOLE		0	0	0
BEST BUY INC	COM	086516101	1,268	12,710	SH		OTR	5	0	12,710	0
BEST BUY INC	COM	086516101	25,816	258,703	SH		OTR	1	0	258,703	0
BEST BUY INC	COM	086516101	815	8,172	SH		SOLE		8,172	0	0
BIG LOTS INC	COM	089302103	1,902	44,300	SH		OTR	1	0	44,300	0
BIG LOTS INC	COM	089302103	459	10,700	SH		SOLE		10,700	0	0
BIO RAD LABS INC	CL A	090572207	297	510	SH		SOLE		510	0	0
BIO RAD LABS INC	CL A	090572207	1,882	3,229	SH		OTR	1	0	3,229	0
BIODELIVERY SCIENCES INTL IN	COM	09060J106	727	173,200	SH		OTR	1	0	173,200	0
BIODELIVERY SCIENCES INTL IN	COM	09060J106	174	41,500	SH		SOLE		41,500	0	0
BIOGEN INC	COM	09062X103	1,045	4,266	SH		SOLE		4,266	0	0
BIOGEN INC	COM	09062X103	21,078	86,080	SH		OTR	1	0	86,080	0
BIOGEN INC	COM	09062X103	1,410	5,758	SH		OTR	5	0	5,758	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	12,079	11,256,000	PRN		DFND	1	0	11,256,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	4,240	3,942,000	PRN		SOLE		3,942,000	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	54,487	50,658,000	PRN		OTR	1	0	50,658,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	174	162,000	PRN		OTR	4	0	162,000	0
BJS WHSL CLUB HLDGS INC	COM	05550J101	435	11,656	SH		OTR	5	0	11,656	0
BJS WHSL CLUB HLDGS INC	COM	05550J101	1,703	45,694	SH		OTR	1	0	45,694	0
BJS WHSL CLUB HLDGS INC	COM	05550J101	99	2,665	SH		SOLE		2,665	0	0
BK OF AMERICA CORP	COM	060505104	719	23,706	SH		OTR	5	0	23,706	0
BK OF AMERICA CORP	COM	060505104	5,449	179,767	SH		SOLE		179,767	0	0
BK OF AMERICA CORP	COM	060505104	58,980	1,945,899	SH		OTR	1	0	1,945,899	0
BLACKLINE INC	COM	09239B109	1,000	7,500	SH		OTR	1	0	7,500	0
BLACKLINE INC	COM	09239B109	253	1,900	SH		SOLE		1,900	0	0
BLACKLINE INC	NOTE 0.125% 8/0	09239BAB5	169	90,000	PRN		SOLE		90,000	0	0
BLACKROCK INC	COM	09247X101	21,620	29,964	SH		OTR	1	0	29,964	0
BLACKROCK INC	COM	09247X101	1,153	1,598	SH		OTR	5	0	1,598	0
BLACKROCK INC	COM	09247X101	2,577	3,572	SH		SOLE		3,572	0	0
BLACKROCK INVT QUALITY MUN T	COM	09247D105	788	45,846	SH		SOLE		45,846	0	0
BLACKROCK INVT QUALITY MUN T	COM	09247D105	389	22,632	SH		OTR	1	0	22,632	0
BLACKROCK MUN BD TR	COM	09249H104	1,230	76,627	SH		SOLE		76,627	0	0
BLACKROCK MUN INCM INVT QTY	COM	09250G102	569	38,091	SH		OTR	1	0	38,091	0
BLACKROCK MUN INCM INVT QTY	COM	09250G102	596	39,901	SH		SOLE		39,901	0	0
BLACKROCK MUN TARGET TERM TR	COM SHS BEN IN	09257P105	11,360	442,357	SH		OTR	1	0	442,357	0
BLACKROCK MUN TARGET TERM TR	COM SHS BEN IN	09257P105	32,499	1,265,537	SH		SOLE		1,265,537	0	0
BLACKROCK MUNI INTER DR FD I	COM	09253X102	3,573	240,316	SH		OTR	1	0	240,316	0
BLACKROCK MUNI INTER DR FD I	COM	09253X102	26,670	1,793,533	SH		SOLE		1,793,533	0	0
BLACKROCK MUNIENHANCED FD IN	COM	09253Y100	3,695	308,402	SH		SOLE		308,402	0	0
BLACKROCK MUNIENHANCED FD IN	COM	09253Y100	4,596	383,598	SH		OTR	1	0	383,598	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	5,704	394,470	SH		OTR	1	0	394,470	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	16,633	1,150,284	SH		SOLE		1,150,284	0	0
BLACKROCK MUNIHLDGS NY QLTY	COM	09255C106	5,950	421,662	SH		OTR	1	0	421,662	0
BLACKROCK MUNIHLDGS NY QLTY	COM	09255C106	12,523	887,551	SH		SOLE		887,551	0	0
BLACKROCK MUNIHLDNGS CALI QL	COM	09254L107	17,643	1,176,208	SH		SOLE		1,176,208	0	0
BLACKROCK MUNIHLDNGS CALI QL	COM	09254L107	9,781	652,094	SH		OTR	1	0	652,094	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	992	70,458	SH		OTR	1	0	70,458	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	1,125	79,910	SH		SOLE		79,910	0	0
BLACKROCK MUNIHOLDINGS FD II	COM	09253P109	274	18,164	SH		OTR	1	0	18,164	0
BLACKROCK MUNIHOLDINGS FD II	COM	09253P109	1,202	79,629	SH		SOLE		79,629	0	0
BLACKROCK MUNIHOLDINGS QUALI	COM	09254A101	6,973	527,432	SH		SOLE		527,432	0	0
BLACKROCK MUNIHOLDINGS QUALI	COM	09254A101	1,547	116,998	SH		OTR	1	0	116,998	0
BLACKROCK MUNIYIELD N Y QUAL	COM	09255E102	2,971	223,574	SH		OTR	1	0	223,574	0
BLACKROCK MUNIYIELD N Y QUAL	COM	09255E102	6,719	505,539	SH		SOLE		505,539	0	0
BLACKROCK MUNIYIELD QUALITY	COM	09254G108	9,624	688,393	SH		SOLE		688,393	0	0
BLACKROCK MUNIYIELD QUALITY	COM	09254G108	8,687	621,423	SH		OTR	1	0	621,423	0
BLACKROCK MUNIYILD QULT FD I	COM	09254F100	568	34,416	SH		SOLE		34,416	0	0
BLACKROCK MUNIYLD MICH QLTY	COM	09254V105	13,548	929,876	SH		SOLE		929,876	0	0
BLACKROCK MUNIYLD MICH QLTY	COM	09254V105	3,569	244,978	SH		OTR	1	0	244,978	0
BLACKROCK N Y MUN INCOME TRU	SH BEN INT	09248L106	2,469	169,234	SH		SOLE		169,234	0	0
BLACKROCK N Y MUN INCOME TRU	SH BEN INT	09248L106	618	42,359	SH		OTR	1	0	42,359	0
BLACKROCK NEW YORK MUN INCOM	COM	09249R102	823	56,736	SH		SOLE		56,736	0	0
BLACKROCK NEW YORK MUN INCOM	COM	09249R102	407	28,046	SH		OTR	1	0	28,046	0
BLACKSTONE MTG TR INC	COM CL A	09257W100	435	15,800	SH		OTR	1	0	15,800	0
BLACKSTONE MTG TR INC	COM CL A	09257W100	105	3,800	SH		SOLE		3,800	0	0
BLOCK H & R INC	COM	093671105	1,983	125,022	SH		OTR	1	0	125,022	0
BLOCK H & R INC	COM	093671105	0	0	SH		SOLE		0	0	0
BLOOM ENERGY CORP	COM CL A	093712107	298	10,400	SH		OTR	1	0	10,400	0
BLOOM ENERGY CORP	COM CL A	093712107	72	2,500	SH		SOLE		2,500	0	0
BLUEGREEN VACATIONS CORP	COM	09629F108	61	7,700	SH		SOLE		7,700	0	0
BLUEGREEN VACATIONS CORP	COM	09629F108	218	27,400	SH		OTR	1	0	27,400	0
BLUEPRINT MEDICINES CORP	COM	09627Y109	2,643	23,569	SH		OTR	1	0	23,569	0
BLUEPRINT MEDICINES CORP	COM	09627Y109	623	5,553	SH		SOLE		5,553	0	0
BNY MELLON MUN BD INFRASTRUC	COM SHS	09662W109	245	17,508	SH		OTR	1	0	17,508	0
BNY MELLON MUN BD INFRASTRUC	COM SHS	09662W109	472	33,645	SH		SOLE		33,645	0	0
BOEING CO	COM	097023105	2,639	12,330	SH		SOLE		12,330	0	0
BOEING CO	COM	097023105	21,349	99,736	SH		OTR	1	0	99,736	0
BOEING CO	COM	097023105	912	4,261	SH		OTR	5	0	4,261	0
BONANZA CREEK ENERGY INC	COM NEW	097793400	534	27,600	SH		SOLE		27,600	0	0
BONANZA CREEK ENERGY INC	COM NEW	097793400	2,213	114,500	SH		OTR	1	0	114,500	0
BOOKING HOLDINGS INC	COM	09857L108	1,964	882	SH		SOLE		882	0	0
BOOKING HOLDINGS INC	COM	09857L108	16,384	7,356	SH		OTR	1	0	7,356	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	10,214	117,160	SH		OTR	1	0	117,160	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	78	900	SH		SOLE		900	0	0
BORGWARNER INC	COM	099724106	180	4,663	SH		SOLE		4,663	0	0
BORGWARNER INC	COM	099724106	1,375	35,579	SH		OTR	1	0	35,579	0
BOSTON BEER INC	CL A	100557107	2,307	2,320	SH		OTR	1	0	2,320	0
BOSTON BEER INC	CL A	100557107	398	400	SH		SOLE		400	0	0
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	1,169	138,400	SH		OTR	1	0	138,400	0
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	279	33,000	SH		SOLE		33,000	0	0
BOSTON PROPERTIES INC	COM	101121101	3,075	32,525	SH		OTR	1	0	32,525	0
BOSTON PROPERTIES INC	COM	101121101	302	3,199	SH		SOLE		3,199	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	8,708	242,215	SH		OTR	1	0	242,215	0
BOSTON SCIENTIFIC CORP	COM	101137107	1,115	31,027	SH		SOLE		31,027	0	0
BOTTOMLINE TECH DEL INC	COM	101388106	432	8,200	SH		OTR	1	0	8,200	0
BOTTOMLINE TECH DEL INC	COM	101388106	105	2,000	SH		SOLE		2,000	0	0
BOX INC	CL A	10316T104	319	17,700	SH		OTR	1	0	17,700	0
BOX INC	CL A	10316T104	76	4,200	SH		SOLE		4,200	0	0
BOYD GAMING CORP	COM	103304101	176	4,100	SH		SOLE		4,100	0	0
BOYD GAMING CORP	COM	103304101	751	17,500	SH		OTR	1	0	17,500	0
BRIDGE BANCORP INC	COM	108035106	383	15,851	SH		SOLE		15,851	0	0
BRIDGE BANCORP INC	COM	108035106	1,610	66,564	SH		OTR	1	0	66,564	0
BRIDGEBIO PHARMA INC	COM	10806X102	612	8,600	SH		SOLE		8,600	0	0
BRIDGEBIO PHARMA INC	COM	10806X102	2,581	36,300	SH		OTR	1	0	36,300	0
BRIDGEWATER BANCSHARES INC	COM ACCD INV	108621103	137	11,000	SH		SOLE		11,000	0	0
BRIDGEWATER BANCSHARES INC	COM ACCD INV	108621103	574	45,934	SH		OTR	1	0	45,934	0
BRIGHTCOVE INC	COM	10921T101	572	31,100	SH		SOLE		31,100	0	0
BRIGHTCOVE INC	COM	10921T101	2,394	130,100	SH		OTR	1	0	130,100	0
BRIGHTSPHERE INVT GROUP INC	COM	10948W103	308	16,000	SH		SOLE		16,000	0	0
BRIGHTSPHERE INVT GROUP INC	COM	10948W103	1,303	67,600	SH		OTR	1	0	67,600	0
BRINKER INTL INC	COM	109641100	696	12,300	SH		OTR	1	0	12,300	0
BRINKER INTL INC	COM	109641100	164	2,900	SH		SOLE		2,900	0	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	256	4,121	SH		OTR	5	0	4,121	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	23,453	378,096	SH		OTR	1	0	378,096	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	3,141	50,644	SH		SOLE		50,644	0	0
BRIXMOR PPTY GROUP INC	COM	11120U105	480	29,030	SH		OTR	1	0	29,030	0
BRIXMOR PPTY GROUP INC	COM	11120U105	0	0	SH		SOLE		0	0	0
BROADCOM INC	COM	11135F101	4,405	10,060	SH		SOLE		10,060	0	0
BROADCOM INC	COM	11135F101	2,565	5,859	SH		OTR	5	0	5,859	0
BROADCOM INC	COM	11135F101	58,027	132,528	SH		OTR	1	0	132,528	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	2,577	16,822	SH		OTR	1	0	16,822	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	399	2,603	SH		SOLE		2,603	0	0
BROOKFIELD RENEWABLE CORP	CL A SUB VTG	11284V105	545	9,350	SH		SOLE		9,350	0	0
BROOKFIELD RENEWABLE CORP	CL A SUB VTG	11284V105	2,284	39,200	SH		OTR	1	0	39,200	0
BROWN FORMAN CORP	CL B	115637209	356	4,478	SH		SOLE		4,478	0	0
BROWN FORMAN CORP	CL B	115637209	2,110	26,559	SH		OTR	1	0	26,559	0
BRUKER CORP	COM	116794108	90	1,663	SH		SOLE		1,663	0	0
BRUKER CORP	COM	116794108	10,190	188,251	SH		OTR	1	0	188,251	0
BUILDERS FIRSTSOURCE INC	COM	12008R107	257	6,300	SH		SOLE		6,300	0	0
BUILDERS FIRSTSOURCE INC	COM	12008R107	1,065	26,100	SH		OTR	1	0	26,100	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	290	3,088	SH		SOLE		3,088	0	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	1,857	19,782	SH		OTR	1	0	19,782	0
CABOT CORP	COM	127055101	2,703	60,231	SH		OTR	1	0	60,231	0
CABOT CORP	COM	127055101	0	0	SH		SOLE		0	0	0
CABOT OIL & GAS CORP	COM	127097103	944	57,999	SH		OTR	1	0	57,999	0
CABOT OIL & GAS CORP	COM	127097103	148	9,105	SH		SOLE		9,105	0	0
CACI INTL INC	CL A	127190304	6,919	27,752	SH		OTR	1	0	27,752	0
CACI INTL INC	CL A	127190304	0	0	SH		SOLE		0	0	0
CACTUS INC	CL A	127203107	594	22,800	SH		OTR	1	0	22,800	0
CACTUS INC	CL A	127203107	141	5,400	SH		SOLE		5,400	0	0
CADENCE DESIGN SYSTEM INC	COM	127387108	836	6,126	SH		SOLE		6,126	0	0
CADENCE DESIGN SYSTEM INC	COM	127387108	14,302	104,831	SH		OTR	1	0	104,831	0
CAESARS ENTERTAINMENT INC NE	COM	12769G100	1,166	15,700	SH		SOLE		15,700	0	0
CAESARS ENTERTAINMENT INC NE	COM	12769G100	4,872	65,600	SH		OTR	1	0	65,600	0
CAI INTERNATIONAL INC	COM	12477X106	1,718	55,000	SH		OTR	1	0	55,000	0
CAI INTERNATIONAL INC	COM	12477X106	409	13,100	SH		SOLE		13,100	0	0
CALAMP CORP	COM	128126109	40	4,000	SH		SOLE		4,000	0	0
CALAMP CORP	COM	128126109	168	16,900	SH		OTR	1	0	16,900	0
CALERES INC	COM	129500104	83	5,300	SH		SOLE		5,300	0	0
CALERES INC	COM	129500104	349	22,300	SH		OTR	1	0	22,300	0
CALIFORNIA RES CORP	COMMON STOCK	13057Q305	3,925	166,392	SH		OTR	1	0	166,392	0
CALIFORNIA RES CORP	COMMON STOCK	13057Q305	1,471	62,358	SH		SOLE		62,358	0	0
CALIFORNIA RES CORP	COMMON STOCK	13057Q305	8	338	SH		OTR	5	0	338	0
CALIFORNIA WTR SVC GROUP	COM	130788102	2,415	44,695	SH		OTR	1	0	44,695	0
CALIFORNIA WTR SVC GROUP	COM	130788102	584	10,800	SH		SOLE		10,800	0	0
CALIX INC	COM	13100M509	530	17,800	SH		OTR	1	0	17,800	0
CALIX INC	COM	13100M509	128	4,300	SH		SOLE		4,300	0	0
CAMDEN PPTY TR	SH BEN INT	133131102	1,355	13,561	SH		OTR	1	0	13,561	0
CAMDEN PPTY TR	SH BEN INT	133131102	170	1,700	SH		SOLE		1,700	0	0
CAMPBELL SOUP CO	COM	134429109	1,425	29,469	SH		OTR	1	0	29,469	0
CAMPBELL SOUP CO	COM	134429109	205	4,241	SH		SOLE		4,241	0	0
CANTEL MED CORP	COM	138098108	189	2,400	SH		OTR	1	0	2,400	0
CANTEL MED CORP	COM	138098108	47	600	SH		SOLE		600	0	0
CAPITAL ONE FINL CORP	COM	14040H105	981	9,926	SH		SOLE		9,926	0	0
CAPITAL ONE FINL CORP	COM	14040H105	7,993	80,864	SH		OTR	1	0	80,864	0
CAPSTAR FINL HLDGS INC	COM	14070T102	81	5,500	SH		SOLE		5,500	0	0
CAPSTAR FINL HLDGS INC	COM	14070T102	302	20,500	SH		OTR	1	0	20,500	0
CARDINAL HEALTH INC	COM	14149Y108	1,239	23,134	SH		OTR	5	0	23,134	0
CARDINAL HEALTH INC	COM	14149Y108	501	9,362	SH		SOLE		9,362	0	0
CARDINAL HEALTH INC	COM	14149Y108	20,544	383,565	SH		OTR	1	0	383,565	0
CARDLYTICS INC	COM	14161W105	128	900	SH		SOLE		900	0	0
CARDLYTICS INC	COM	14161W105	514	3,600	SH		OTR	1	0	3,600	0
CARETRUST REIT INC	COM	14174T107	1,994	89,900	SH		OTR	1	0	89,900	0
CARETRUST REIT INC	COM	14174T107	477	21,500	SH		SOLE		21,500	0	0
CARGURUS INC	COM CL A	141788109	82	2,600	SH		SOLE		2,600	0	0
CARGURUS INC	COM CL A	141788109	349	11,000	SH		OTR	1	0	11,000	0
CARMAX INC	COM	143130102	343	3,636	SH		SOLE		3,636	0	0
CARMAX INC	COM	143130102	2,255	23,876	SH		OTR	1	0	23,876	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	336	15,532	SH		SOLE		15,532	0	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	2,344	108,218	SH		OTR	1	0	108,218	0
CARRIAGE SVCS INC	COM	143905107	1,012	32,300	SH		OTR	1	0	32,300	0
CARRIAGE SVCS INC	COM	143905107	241	7,700	SH		SOLE		7,700	0	0
CARRIER GLOBAL CORPORATION	COM	14448C104	247	6,540	SH		OTR	5	0	6,540	0
CARRIER GLOBAL CORPORATION	COM	14448C104	12,332	326,946	SH		OTR	1	0	326,946	0
CARRIER GLOBAL CORPORATION	COM	14448C104	683	18,111	SH		SOLE		18,111	0	0
CARS COM INC	COM	14575E105	781	69,100	SH		OTR	1	0	69,100	0
CARS COM INC	COM	14575E105	183	16,200	SH		SOLE		16,200	0	0
CARTERS INC	COM	146229109	2,957	31,431	SH		OTR	1	0	31,431	0
CARTERS INC	COM	146229109	0	0	SH		SOLE		0	0	0
CASA SYS INC	COM	14713L102	268	43,400	SH		OTR	1	0	43,400	0
CASA SYS INC	COM	14713L102	65	10,500	SH		SOLE		10,500	0	0
CATALENT INC	COM	148806102	5,351	51,417	SH		OTR	1	0	51,417	0
CATALENT INC	COM	148806102	379	3,646	SH		SOLE		3,646	0	0
CATERPILLAR INC	COM	149123101	2,201	12,091	SH		SOLE		12,091	0	0
CATERPILLAR INC	COM	149123101	15,995	87,873	SH		OTR	1	0	87,873	0
CATHAY GEN BANCORP	COM	149150104	2,556	79,400	SH		OTR	1	0	79,400	0
CATHAY GEN BANCORP	COM	149150104	615	19,100	SH		SOLE		19,100	0	0
CAVCO INDS INC DEL	COM	149568107	1,035	5,900	SH		OTR	1	0	5,900	0
CAVCO INDS INC DEL	COM	149568107	263	1,500	SH		SOLE		1,500	0	0
CBOE GLOBAL MKTS INC	COM	12503M108	260	2,789	SH		SOLE		2,789	0	0
CBOE GLOBAL MKTS INC	COM	12503M108	552	5,924	SH		OTR	5	0	5,924	0
CBOE GLOBAL MKTS INC	COM	12503M108	4,415	47,409	SH		OTR	1	0	47,409	0
CBRE GROUP INC	CL A	12504L109	8,609	137,268	SH		OTR	1	0	137,268	0
CBRE GROUP INC	CL A	12504L109	460	7,342	SH		SOLE		7,342	0	0
CDK GLOBAL INC	COM	12508E101	1,148	22,148	SH		OTR	5	0	22,148	0
CDK GLOBAL INC	COM	12508E101	18,304	353,154	SH		OTR	1	0	353,154	0
CDK GLOBAL INC	COM	12508E101	176	3,388	SH		SOLE		3,388	0	0
CDW CORP	COM	12514G108	5,805	44,046	SH		OTR	1	0	44,046	0
CDW CORP	COM	12514G108	426	3,232	SH		SOLE		3,232	0	0
CELANESE CORP DEL	COM	150870103	355	2,733	SH		SOLE		2,733	0	0
CELANESE CORP DEL	COM	150870103	2,210	17,010	SH		OTR	1	0	17,010	0
CELSIUS HLDGS INC	COM NEW	15118V207	443	8,800	SH		OTR	1	0	8,800	0
CELSIUS HLDGS INC	COM NEW	15118V207	111	2,200	SH		SOLE		2,200	0	0
CENTENE CORP DEL	COM	15135B101	6,489	108,089	SH		OTR	1	0	108,089	0
CENTENE CORP DEL	COM	15135B101	736	12,259	SH		SOLE		12,259	0	0
CENTERPOINT ENERGY INC	COM	15189T107	1,716	79,278	SH		OTR	1	0	79,278	0
CENTERPOINT ENERGY INC	COM	15189T107	260	11,998	SH		SOLE		11,998	0	0
CENTRAL GARDEN & PET CO	CL A NON-VTG	153527205	1,947	53,600	SH		OTR	1	0	53,600	0
CENTRAL GARDEN & PET CO	CL A NON-VTG	153527205	472	13,000	SH		SOLE		13,000	0	0
CENTURY BANCORPORATION INC	CL A NON VTG	156432106	485	6,265	SH		OTR	1	0	6,265	0
CENTURY BANCORPORATION INC	CL A NON VTG	156432106	110	1,421	SH		SOLE		1,421	0	0
CENTURY CMNTYS INC	COM	156504300	131	3,000	SH		SOLE		3,000	0	0
CENTURY CMNTYS INC	COM	156504300	565	12,900	SH		OTR	1	0	12,900	0
CERENCE INC	COM	156727109	442	4,400	SH		OTR	1	0	4,400	0
CERENCE INC	COM	156727109	111	1,100	SH		SOLE		1,100	0	0
CERNER CORP	COM	156782104	356	4,541	SH		OTR	5	0	4,541	0
CERNER CORP	COM	156782104	7,858	100,128	SH		OTR	1	0	100,128	0
CERNER CORP	COM	156782104	566	7,214	SH		SOLE		7,214	0	0
CERUS CORP	COM	157085101	67	9,700	SH		OTR	1	0	9,700	0
CERUS CORP	COM	157085101	16	2,300	SH		SOLE		2,300	0	0
CF INDS HLDGS INC	COM	125269100	240	6,195	SH		SOLE		6,195	0	0
CF INDS HLDGS INC	COM	125269100	333	8,593	SH		OTR	5	0	8,593	0
CF INDS HLDGS INC	COM	125269100	6,290	162,489	SH		OTR	1	0	162,489	0
CHANNELADVISOR CORP	COM	159179100	2,087	130,600	SH		OTR	1	0	130,600	0
CHANNELADVISOR CORP	COM	159179100	500	31,300	SH		SOLE		31,300	0	0
CHARLES RIV LABS INTL INC	COM	159864107	20	82	SH		SOLE		82	0	0
CHARLES RIV LABS INTL INC	COM	159864107	16,075	64,337	SH		OTR	1	0	64,337	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	37,032	55,977	SH		OTR	1	0	55,977	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	1,662	2,513	SH		OTR	5	0	2,513	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	2,536	3,834	SH		SOLE		3,834	0	0
CHEFS WHSE INC	NOTE 1.875%12/0	163086AB7	1,191	1,231,000	PRN		SOLE		1,231,000	0	0
CHEFS WHSE INC	NOTE 1.875%12/0	163086AB7	14,061	14,529,000	PRN		OTR	1	0	14,529,000	0
CHEGG INC	NOTE 0.250% 5/1	163092AB5	308	92,000	PRN		SOLE		92,000	0	0
CHEMOCENTRYX INC	COM	16383L106	1,653	26,700	SH		OTR	1	0	26,700	0
CHEMOCENTRYX INC	COM	16383L106	390	6,300	SH		SOLE		6,300	0	0
CHENIERE ENERGY INC	NOTE 4.250% 3/1	16411RAG4	206	260,000	PRN		SOLE		260,000	0	0
CHERRY HILL MTG INVT CORP	COM	164651101	931	101,900	SH		OTR	1	0	101,900	0
CHERRY HILL MTG INVT CORP	COM	164651101	223	24,400	SH		SOLE		24,400	0	0
CHEVRON CORP NEW	COM	166764100	1,233	14,604	SH		OTR	5	0	14,604	0
CHEVRON CORP NEW	COM	166764100	3,863	45,746	SH		SOLE		45,746	0	0
CHEVRON CORP NEW	COM	166764100	29,685	351,505	SH		OTR	1	0	351,505	0
CHIMERA INVT CORP	COM NEW	16934Q208	724	70,600	SH		SOLE		70,600	0	0
CHIMERA INVT CORP	COM NEW	16934Q208	3,039	296,500	SH		OTR	1	0	296,500	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	13,807	9,957	SH		OTR	1	0	9,957	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	892	643	SH		SOLE		643	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	191	138	SH		OTR	5	0	138	0
CHURCH & DWIGHT INC	COM	171340102	3,154	36,152	SH		OTR	1	0	36,152	0
CHURCH & DWIGHT INC	COM	171340102	483	5,535	SH		SOLE		5,535	0	0
CHURCHILL DOWNS INC	COM	171484108	448	2,300	SH		SOLE		2,300	0	0
CHURCHILL DOWNS INC	COM	171484108	1,987	10,200	SH		OTR	1	0	10,200	0
CIGNA CORP NEW	COM	125523100	1,643	7,894	SH		SOLE		7,894	0	0
CIGNA CORP NEW	COM	125523100	12,381	59,471	SH		OTR	1	0	59,471	0
CIMAREX ENERGY CO	COM	171798101	0	0	SH		SOLE		0	0	0
CIMAREX ENERGY CO	COM	171798101	569	15,178	SH		OTR	1	0	15,178	0
CINCINNATI FINL CORP	COM	172062101	284	3,249	SH		SOLE		3,249	0	0
CINCINNATI FINL CORP	COM	172062101	1,902	21,774	SH		OTR	1	0	21,774	0
CINEMARK HLDGS INC	COM	17243V102	151	8,700	SH		OTR	1	0	8,700	0
CINEMARK HLDGS INC	COM	17243V102	37	2,100	SH		SOLE		2,100	0	0
CINTAS CORP	COM	172908105	663	1,876	SH		SOLE		1,876	0	0
CINTAS CORP	COM	172908105	9,139	25,857	SH		OTR	1	0	25,857	0
CIRRUS LOGIC INC	COM	172755100	0	0	SH		SOLE		0	0	0
CIRRUS LOGIC INC	COM	172755100	5,809	70,668	SH		OTR	1	0	70,668	0
CISCO SYS INC	COM	17275R102	649	14,496	SH		OTR	5	0	14,496	0
CISCO SYS INC	COM	17275R102	4,347	97,130	SH		SOLE		97,130	0	0
CISCO SYS INC	COM	17275R102	14	319	SH		DFND	1	0	319	0
CISCO SYS INC	COM	17275R102	32,113	717,613	SH		OTR	1	0	717,613	0
CITI TRENDS INC	COM	17306X102	124	2,500	SH		SOLE		2,500	0	0
CITI TRENDS INC	COM	17306X102	522	10,500	SH		OTR	1	0	10,500	0
CITIGROUP INC	COM NEW	172967424	2,823	45,782	SH		SOLE		45,782	0	0
CITIGROUP INC	COM NEW	172967424	20,088	325,780	SH		OTR	1	0	325,780	0
CITIZENS FINL GROUP INC	COM	174610105	348	9,745	SH		SOLE		9,745	0	0
CITIZENS FINL GROUP INC	COM	174610105	2,222	62,146	SH		OTR	1	0	62,146	0
CITRIX SYS INC	COM	177376100	549	4,222	SH		SOLE		4,222	0	0
CITRIX SYS INC	COM	177376100	1,243	9,556	SH		OTR	5	0	9,556	0
CITRIX SYS INC	COM	177376100	23,877	183,530	SH		OTR	1	0	183,530	0
CIVISTA BANCSHARES INC	COM NO PAR	178867107	831	47,429	SH		OTR	1	0	47,429	0
CIVISTA BANCSHARES INC	COM NO PAR	178867107	194	11,070	SH		SOLE		11,070	0	0
CLEAN HARBORS INC	COM	184496107	6,755	88,764	SH		OTR	1	0	88,764	0
CLEAN HARBORS INC	COM	184496107	149	1,963	SH		SOLE		1,963	0	0
CLEARFIELD INC	COM	18482P103	613	24,800	SH		OTR	1	0	24,800	0
CLEARFIELD INC	COM	18482P103	146	5,900	SH		SOLE		5,900	0	0
CLEARWAY ENERGY INC	CL A	18539C105	1,652	55,900	SH		OTR	1	0	55,900	0
CLEARWAY ENERGY INC	CL A	18539C105	396	13,400	SH		SOLE		13,400	0	0
CLEVELAND-CLIFFS INC NEW	COM	185899101	860	59,100	SH		OTR	1	0	59,100	0
CLEVELAND-CLIFFS INC NEW	COM	185899101	204	14,000	SH		SOLE		14,000	0	0
CLEVELAND-CLIFFS INC NEW	DBCV 1.500% 1/1	185899AA9	78	40,000	PRN		OTR	4	0	40,000	0
CLEVELAND-CLIFFS INC NEW	DBCV 1.500% 1/1	185899AA9	5,443	2,803,000	PRN		DFND	1	0	2,803,000	0
CLOROX CO DEL	COM	189054109	3,704	18,342	SH		OTR	1	0	18,342	0
CLOROX CO DEL	COM	189054109	566	2,803	SH		SOLE		2,803	0	0
CLOUDERA INC	COM	18914U100	359	25,800	SH		OTR	1	0	25,800	0
CLOUDERA INC	COM	18914U100	86	6,200	SH		SOLE		6,200	0	0
CLOVIS ONCOLOGY INC	NOTE 1.250% 5/0	189464AC4	99	140,000	PRN		SOLE		140,000	0	0
CLOVIS ONCOLOGY INC	NOTE 2.500% 9/1	189464AB6	103	110,000	PRN		SOLE		110,000	0	0
CME GROUP INC	COM	12572Q105	1,393	7,651	SH		SOLE		7,651	0	0
CME GROUP INC	COM	12572Q105	10,703	58,789	SH		OTR	1	0	58,789	0
CMS ENERGY CORP	COM	125896100	383	6,272	SH		SOLE		6,272	0	0
CMS ENERGY CORP	COM	125896100	2,542	41,666	SH		OTR	1	0	41,666	0
CNX RES CORP	COM	12653C108	2,974	275,400	SH		OTR	1	0	275,400	0
CNX RES CORP	COM	12653C108	715	66,200	SH		SOLE		66,200	0	0
COCA COLA CO	COM	191216100	35,520	647,694	SH		OTR	1	0	647,694	0
COCA COLA CO	COM	191216100	534	9,736	SH		OTR	5	0	9,736	0
COCA COLA CO	COM	191216100	4,724	86,133	SH		SOLE		86,133	0	0
COCA COLA CONS INC	COM	191098102	563	2,114	SH		SOLE		2,114	0	0
COCA COLA CONS INC	COM	191098102	2,348	8,818	SH		OTR	1	0	8,818	0
COEUR MNG INC	COM NEW	192108504	136	13,100	SH		SOLE		13,100	0	0
COEUR MNG INC	COM NEW	192108504	573	55,400	SH		OTR	1	0	55,400	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	959	11,702	SH		SOLE		11,702	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	7,996	97,573	SH		OTR	1	0	97,573	0
COHU INC	COM	192576106	599	15,700	SH		OTR	1	0	15,700	0
COHU INC	COM	192576106	145	3,800	SH		SOLE		3,800	0	0
COLGATE PALMOLIVE CO	COM	194162103	17,481	204,430	SH		OTR	1	0	204,430	0
COLGATE PALMOLIVE CO	COM	194162103	1,734	20,276	SH		SOLE		20,276	0	0
COLGATE PALMOLIVE CO	COM	194162103	1,714	20,043	SH		OTR	5	0	20,043	0
COLONY STARWOOD HOMES	NOTE 3.500% 1/1	19625XAB8	135	101,000	PRN		SOLE		101,000	0	0
COLUMBIA BKG SYS INC	COM	197236102	463	12,900	SH		OTR	1	0	12,900	0
COLUMBIA BKG SYS INC	COM	197236102	111	3,100	SH		SOLE		3,100	0	0
COMCAST CORP NEW	CL A	20030N101	38,840	741,221	SH		OTR	1	0	741,221	0
COMCAST CORP NEW	CL A	20030N101	5,277	100,698	SH		SOLE		100,698	0	0
COMCAST CORP NEW	CL A	20030N101	750	14,322	SH		OTR	5	0	14,322	0
COMERICA INC	COM	200340107	6,723	120,347	SH		OTR	1	0	120,347	0
COMERICA INC	COM	200340107	1,225	21,936	SH		OTR	5	0	21,936	0
COMERICA INC	COM	200340107	295	5,274	SH		SOLE		5,274	0	0
COMFORT SYS USA INC	COM	199908104	1,675	31,800	SH		OTR	1	0	31,800	0
COMFORT SYS USA INC	COM	199908104	400	7,600	SH		SOLE		7,600	0	0
COMMSCOPE HLDG CO INC	COM	20337X109	0	0	SH		SOLE		0	0	0
COMMSCOPE HLDG CO INC	COM	20337X109	1,440	107,485	SH		OTR	1	0	107,485	0
COMMUNITY BK SYS INC	COM	203607106	349	5,600	SH		OTR	1	0	5,600	0
COMMUNITY BK SYS INC	COM	203607106	87	1,400	SH		SOLE		1,400	0	0
COMMUNITY HEALTH SYS INC NEW	COM	203668108	143	19,300	SH		SOLE		19,300	0	0
COMMUNITY HEALTH SYS INC NEW	COM	203668108	592	79,700	SH		OTR	1	0	79,700	0
COMMUNITY HEALTHCARE TR INC	COM	20369C106	174	3,700	SH		SOLE		3,700	0	0
COMMUNITY HEALTHCARE TR INC	COM	20369C106	730	15,500	SH		OTR	1	0	15,500	0
COMMVAULT SYSTEMS INC	COM	204166102	831	15,000	SH		SOLE		15,000	0	0
COMMVAULT SYSTEMS INC	COM	204166102	3,455	62,401	SH		OTR	1	0	62,401	0
COMPUTER PROGRAMS & SYS INC	COM	205306103	107	4,000	SH		SOLE		4,000	0	0
COMPUTER PROGRAMS & SYS INC	COM	205306103	468	17,450	SH		OTR	1	0	17,450	0
CONAGRA BRANDS INC	COM	205887102	391	10,793	SH		SOLE		10,793	0	0
CONAGRA BRANDS INC	COM	205887102	2,578	71,085	SH		OTR	1	0	71,085	0
CONCENTRIX CORP	COM	20602D101	0	0	SH		SOLE		0	0	0
CONCENTRIX CORP	COM	20602D101	2,730	27,659	SH		OTR	1	0	27,659	0
CONCHO RES INC	COM	20605P101	253	4,338	SH		SOLE		4,338	0	0
CONCHO RES INC	COM	20605P101	6,474	110,946	SH		OTR	1	0	110,946	0
CONDUENT INC	COM	206787103	2,686	559,600	SH		OTR	1	0	559,600	0
CONDUENT INC	COM	206787103	646	134,500	SH		SOLE		134,500	0	0
CONMED CORP	COM	207410101	706	6,300	SH		SOLE		6,300	0	0
CONMED CORP	COM	207410101	2,934	26,200	SH		OTR	1	0	26,200	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	2,222	1,584,000	PRN		SOLE		1,584,000	0	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	9,356	6,693,000	PRN		DFND	1	0	6,693,000	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	33,683	24,010,000	PRN		OTR	1	0	24,010,000	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	136	97,000	PRN		OTR	4	0	97,000	0
CONNECTONE BANCORP INC	COM	20786W107	55	2,800	SH		SOLE		2,800	0	0
CONNECTONE BANCORP INC	COM	20786W107	228	11,500	SH		OTR	1	0	11,500	0
CONNS INC	COM	208242107	57	4,900	SH		SOLE		4,900	0	0
CONNS INC	COM	208242107	238	20,400	SH		OTR	1	0	20,400	0
CONOCOPHILLIPS	COM	20825C104	939	23,470	SH		SOLE		23,470	0	0
CONOCOPHILLIPS	COM	20825C104	7,417	185,479	SH		OTR	1	0	185,479	0
CONSOLIDATED COMM HLDGS INC	COM	209034107	57	11,700	SH		SOLE		11,700	0	0
CONSOLIDATED COMM HLDGS INC	COM	209034107	243	49,600	SH		OTR	1	0	49,600	0
CONSOLIDATED EDISON INC	COM	209115104	370	5,123	SH		OTR	5	0	5,123	0
CONSOLIDATED EDISON INC	COM	209115104	9,129	126,312	SH		OTR	1	0	126,312	0
CONSOLIDATED EDISON INC	COM	209115104	549	7,591	SH		SOLE		7,591	0	0
CONSTELLATION BRANDS INC	CL A	21036P108	6,800	31,045	SH		OTR	1	0	31,045	0
CONSTELLATION BRANDS INC	CL A	21036P108	817	3,732	SH		SOLE		3,732	0	0
CONTAINER STORE GROUP INC	COM	210751103	949	99,500	SH		OTR	1	0	99,500	0
CONTAINER STORE GROUP INC	COM	210751103	230	24,100	SH		SOLE		24,100	0	0
COOPER COS INC	COM NEW	216648402	412	1,134	SH		SOLE		1,134	0	0
COOPER COS INC	COM NEW	216648402	2,593	7,136	SH		OTR	1	0	7,136	0
COOPER STD HLDGS INC	COM	21676P103	478	13,800	SH		OTR	1	0	13,800	0
COOPER STD HLDGS INC	COM	21676P103	114	3,300	SH		SOLE		3,300	0	0
COOPER TIRE & RUBR CO	COM	216831107	1,814	44,800	SH		OTR	1	0	44,800	0
COOPER TIRE & RUBR CO	COM	216831107	429	10,600	SH		SOLE		10,600	0	0
COPART INC	COM	217204106	568	4,466	SH		SOLE		4,466	0	0
COPART INC	COM	217204106	3,848	30,237	SH		OTR	1	0	30,237	0
CORCEPT THERAPEUTICS INC	COM	218352102	3,474	132,800	SH		OTR	1	0	132,800	0
CORCEPT THERAPEUTICS INC	COM	218352102	832	31,800	SH		SOLE		31,800	0	0
CORE MARK HOLDING CO INC	COM	218681104	217	7,400	SH		SOLE		7,400	0	0
CORE MARK HOLDING CO INC	COM	218681104	916	31,200	SH		OTR	1	0	31,200	0
CORELOGIC INC	COM	21871D103	157	2,034	SH		SOLE		2,034	0	0
CORELOGIC INC	COM	21871D103	719	9,300	SH		OTR	1	0	9,300	0
CORESITE RLTY CORP	COM	21870Q105	0	0	SH		SOLE		0	0	0
CORESITE RLTY CORP	COM	21870Q105	230	1,839	SH		OTR	1	0	1,839	0
CORNING INC	COM	219350105	5,087	141,303	SH		OTR	1	0	141,303	0
CORNING INC	COM	219350105	604	16,771	SH		SOLE		16,771	0	0
CORTEVA INC	COM	22052L104	628	16,208	SH		SOLE		16,208	0	0
CORTEVA INC	COM	22052L104	4,198	108,408	SH		OTR	1	0	108,408	0
CORVEL CORP	COM	221006109	424	4,000	SH		SOLE		4,000	0	0
CORVEL CORP	COM	221006109	1,770	16,700	SH		OTR	1	0	16,700	0
COSTCO WHSL CORP NEW	COM	22160K105	3,988	10,585	SH		SOLE		10,585	0	0
COSTCO WHSL CORP NEW	COM	22160K105	40,776	108,221	SH		OTR	1	0	108,221	0
COSTCO WHSL CORP NEW	COM	22160K105	2,492	6,613	SH		OTR	5	0	6,613	0
COUPA SOFTWARE INC	COM	22266L106	3,943	11,633	SH		OTR	1	0	11,633	0
COUPA SOFTWARE INC	COM	22266L106	68	200	SH		SOLE		200	0	0
COUPA SOFTWARE INC	NOTE 0.375% 1/1	22266LAB2	541	71,000	PRN		SOLE		71,000	0	0
COVENANT LOGISTICS GROUP INC	CL A	22284P105	49	3,300	SH		SOLE		3,300	0	0
COVENANT LOGISTICS GROUP INC	CL A	22284P105	203	13,700	SH		OTR	1	0	13,700	0
COWEN INC	CL A NEW	223622606	1,999	76,900	SH		OTR	1	0	76,900	0
COWEN INC	CL A NEW	223622606	483	18,600	SH		SOLE		18,600	0	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	976	7,400	SH		OTR	1	0	7,400	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	237	1,800	SH		SOLE		1,800	0	0
CRANE CO	COM	224399105	1,450	18,677	SH		OTR	1	0	18,677	0
CRANE CO	COM	224399105	16	205	SH		SOLE		205	0	0
CREE INC	NOTE 0.875% 9/0	225447AB7	191	105,000	PRN		SOLE		105,000	0	0
CROCS INC	COM	227046109	445	7,100	SH		OTR	1	0	7,100	0
CROCS INC	COM	227046109	107	1,700	SH		SOLE		1,700	0	0
CROWDSTRIKE HLDGS INC	CL A	22788C105	910	4,298	SH		OTR	1	0	4,298	0
CROWDSTRIKE HLDGS INC	CL A	22788C105	64	300	SH		SOLE		300	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	1,636	10,274	SH		SOLE		10,274	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	550	3,454	SH		OTR	5	0	3,454	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	16,314	102,481	SH		OTR	1	0	102,481	0
CROWN HLDGS INC	COM	228368106	2,777	27,715	SH		OTR	1	0	27,715	0
CROWN HLDGS INC	COM	228368106	50	500	SH		SOLE		500	0	0
CSX CORP	COM	126408103	1,397	15,397	SH		SOLE		15,397	0	0
CSX CORP	COM	126408103	11,496	126,680	SH		OTR	1	0	126,680	0
CTS CORP	COM	126501105	450	13,100	SH		OTR	1	0	13,100	0
CTS CORP	COM	126501105	110	3,200	SH		SOLE		3,200	0	0
CUBESMART	COM	229663109	0	0	SH		SOLE		0	0	0
CUBESMART	COM	229663109	1,610	47,907	SH		OTR	1	0	47,907	0
CUMMINS INC	COM	231021106	743	3,273	SH		SOLE		3,273	0	0
CUMMINS INC	COM	231021106	6,925	30,492	SH		OTR	1	0	30,492	0
CURO GROUP HOLDINGS CORP	COM	23131L107	215	15,000	SH		SOLE		15,000	0	0
CURO GROUP HOLDINGS CORP	COM	23131L107	897	62,600	SH		OTR	1	0	62,600	0
CUSTOMERS BANCORP INC	COM	23204G100	2,034	111,878	SH		OTR	1	0	111,878	0
CUSTOMERS BANCORP INC	COM	23204G100	485	26,683	SH		SOLE		26,683	0	0
CVS HEALTH CORP	COM	126650100	14,409	210,962	SH		OTR	1	0	210,962	0
CVS HEALTH CORP	COM	126650100	1,935	28,327	SH		SOLE		28,327	0	0
CYBEROPTICS CORP	COM	232517102	50	2,200	SH		SOLE		2,200	0	0
CYBEROPTICS CORP	COM	232517102	211	9,300	SH		OTR	1	0	9,300	0
CYRUSONE INC	COM	23283R100	0	0	SH		SOLE		0	0	0
CYRUSONE INC	COM	23283R100	391	5,339	SH		OTR	1	0	5,339	0
D R HORTON INC	COM	23331A109	519	7,527	SH		SOLE		7,527	0	0
D R HORTON INC	COM	23331A109	3,326	48,253	SH		OTR	1	0	48,253	0
DANA INC	COM	235825205	531	27,200	SH		SOLE		27,200	0	0
DANA INC	COM	235825205	2,216	113,500	SH		OTR	1	0	113,500	0
DANAHER CORPORATION	COM	235851102	23,659	106,506	SH		OTR	1	0	106,506	0
DANAHER CORPORATION	COM	235851102	3,143	14,147	SH		SOLE		14,147	0	0
DANAHER CORPORATION	COM	235851102	423	1,902	SH		OTR	5	0	1,902	0
DANAHER CORPORATION	DBCV 1/2	235851AF9	109,342	12,898,000	PRN		OTR	1	0	12,898,000	0
DANAHER CORPORATION	DBCV 1/2	235851AF9	6,960	821,000	PRN		SOLE		821,000	0	0
DAQO NEW ENERGY CORP	SPNSRD ADS NEW	23703Q203	0	0	SH		SOLE		0	0	0
DAQO NEW ENERGY CORP	SPNSRD ADS NEW	23703Q203	3	55	SH		DFND	1	0	55	0
DAQO NEW ENERGY CORP	SPNSRD ADS NEW	23703Q203	446	7,774	SH		OTR	1	0	7,774	0
DARDEN RESTAURANTS INC	COM	237194105	8,247	69,232	SH		OTR	1	0	69,232	0
DARDEN RESTAURANTS INC	COM	237194105	1,269	10,653	SH		OTR	5	0	10,653	0
DARDEN RESTAURANTS INC	COM	237194105	483	4,052	SH		SOLE		4,052	0	0
DARLING INGREDIENTS INC	COM	237266101	761	13,200	SH		SOLE		13,200	0	0
DARLING INGREDIENTS INC	COM	237266101	3,219	55,800	SH		OTR	1	0	55,800	0
DAVITA INC	COM	23918K108	165	1,407	SH		SOLE		1,407	0	0
DAVITA INC	COM	23918K108	6,150	52,385	SH		OTR	1	0	52,385	0
DBX ETF TR	XTRACK HRVST CSI	233051879	737	18,400	SH		SOLE		18,400	0	0
DBX ETF TR	XTRACK HRVST CSI	233051879	5,340	133,294	SH		OTR	1	0	133,294	0
DECIPHERA PHARMACEUTICALS IN	COM	24344T101	1,735	30,400	SH		OTR	1	0	30,400	0
DECIPHERA PHARMACEUTICALS IN	COM	24344T101	417	7,300	SH		SOLE		7,300	0	0
DECKERS OUTDOOR CORP	COM	243537107	1,233	4,300	SH		SOLE		4,300	0	0
DECKERS OUTDOOR CORP	COM	243537107	5,191	18,100	SH		OTR	1	0	18,100	0
DEERE & CO	COM	244199105	2,264	8,413	SH		SOLE		8,413	0	0
DEERE & CO	COM	244199105	1,803	6,702	SH		OTR	5	0	6,702	0
DEERE & CO	COM	244199105	21,494	79,889	SH		OTR	1	0	79,889	0
DEL TACO RESTAURANTS INC NEW	COM	245496104	721	79,600	SH		OTR	1	0	79,600	0
DEL TACO RESTAURANTS INC NEW	COM	245496104	169	18,700	SH		SOLE		18,700	0	0
DELAWARE INVTS MINN MUN INCO	COM	24610V103	7,405	564,399	SH		SOLE		564,399	0	0
DELAWARE INVTS NATL MUN INCO	SH BEN INT	24610T108	3,374	256,199	SH		SOLE		256,199	0	0
DELEK US HLDGS INC NEW	COM	24665A103	204	12,700	SH		SOLE		12,700	0	0
DELEK US HLDGS INC NEW	COM	24665A103	844	52,500	SH		OTR	1	0	52,500	0
DELL TECHNOLOGIES INC	CL C	24703L202	1,404	19,161	SH		OTR	1	0	19,161	0
DELL TECHNOLOGIES INC	CL C	24703L202	44	600	SH		SOLE		600	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	489	12,163	SH		SOLE		12,163	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	3,731	92,799	SH		OTR	1	0	92,799	0
DENALI THERAPEUTICS INC	COM	24823R105	2,513	30,000	SH		OTR	1	0	30,000	0
DENALI THERAPEUTICS INC	COM	24823R105	603	7,200	SH		SOLE		7,200	0	0
DENTSPLY SIRONA INC	COM	24906P109	1,665	31,803	SH		OTR	1	0	31,803	0
DENTSPLY SIRONA INC	COM	24906P109	250	4,777	SH		SOLE		4,777	0	0
DEVON ENERGY CORP NEW	COM	25179M103	468	29,592	SH		OTR	5	0	29,592	0
DEVON ENERGY CORP NEW	COM	25179M103	197	12,483	SH		SOLE		12,483	0	0
DEVON ENERGY CORP NEW	COM	25179M103	4,355	275,450	SH		OTR	1	0	275,450	0
DEXCOM INC	COM	252131107	5,166	13,973	SH		OTR	1	0	13,973	0
DEXCOM INC	COM	252131107	789	2,133	SH		SOLE		2,133	0	0
DEXCOM INC	NOTE 0.750%12/0	252131AH0	111	49,000	PRN		OTR	4	0	49,000	0
DEXCOM INC	NOTE 0.750%12/0	252131AH0	7,876	3,464,000	PRN		DFND	1	0	3,464,000	0
DEXCOM INC	NOTE 0.750%12/0	252131AH0	41	18,000	PRN		SOLE		18,000	0	0
DHI GROUP INC	COM	23331S100	51	23,100	SH		SOLE		23,100	0	0
DHI GROUP INC	COM	23331S100	223	100,400	SH		OTR	1	0	100,400	0
DIAMONDBACK ENERGY INC	COM	25278X109	146	3,020	SH		SOLE		3,020	0	0
DIAMONDBACK ENERGY INC	COM	25278X109	1,113	22,986	SH		OTR	1	0	22,986	0
DIAMONDROCK HOSPITALITY CO	COM	252784301	951	115,300	SH		OTR	1	0	115,300	0
DIAMONDROCK HOSPITALITY CO	COM	252784301	230	27,900	SH		SOLE		27,900	0	0
DICKS SPORTING GOODS INC	COM	253393102	6,459	114,905	SH		OTR	1	0	114,905	0
DICKS SPORTING GOODS INC	COM	253393102	164	2,924	SH		SOLE		2,924	0	0
DICKS SPORTING GOODS INC	COM	253393102	90	1,599	SH		OTR	5	0	1,599	0
DIGITAL RLTY TR INC	COM	253868103	834	5,975	SH		SOLE		5,975	0	0
DIGITAL RLTY TR INC	COM	253868103	7,038	50,451	SH		OTR	1	0	50,451	0
DIGITAL RLTY TR INC	COM	253868103	54	389	SH		OTR	5	0	389	0
DIGITAL TURBINE INC	COM NEW	25400W102	379	6,700	SH		SOLE		6,700	0	0
DIGITAL TURBINE INC	COM NEW	25400W102	1,618	28,600	SH		OTR	1	0	28,600	0
DIODES INC	COM	254543101	3,532	50,100	SH		OTR	1	0	50,100	0
DIODES INC	COM	254543101	846	12,000	SH		SOLE		12,000	0	0
DISCOVER FINL SVCS	COM	254709108	593	6,545	SH		SOLE		6,545	0	0
DISCOVER FINL SVCS	COM	254709108	4,038	44,602	SH		OTR	1	0	44,602	0
DISCOVERY INC	COM SER A	25470F104	138	4,572	SH		SOLE		4,572	0	0
DISCOVERY INC	COM SER A	25470F104	702	23,328	SH		OTR	1	0	23,328	0
DISCOVERY INC	COM SER C	25470F302	103	3,948	SH		SOLE		3,948	0	0
DISCOVERY INC	COM SER C	25470F302	1,124	42,927	SH		OTR	1	0	42,927	0
DISH NETWORK CORPORATION	CL A	25470M109	1,164	35,982	SH		OTR	1	0	35,982	0
DISH NETWORK CORPORATION	CL A	25470M109	152	4,703	SH		SOLE		4,703	0	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	58,049	62,039,000	PRN		OTR	1	0	62,039,000	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	140	150,000	PRN		OTR	5	0	150,000	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	10,484	11,205,000	PRN		SOLE		11,205,000	0	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	85	89,000	PRN		OTR	4	0	89,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	9,781	10,234,000	PRN		SOLE		10,234,000	0	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	26,015	27,220,000	PRN		OTR	1	0	27,220,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	5,841	6,128,000	PRN		DFND	1	0	6,128,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	48	50,000	PRN		OTR	5	0	50,000	0
DISNEY WALT CO	COM	254687106	1,436	7,925	SH		OTR	5	0	7,925	0
DISNEY WALT CO	COM	254687106	7,472	41,243	SH		SOLE		41,243	0	0
DISNEY WALT CO	COM	254687106	54,844	302,706	SH		OTR	1	0	302,706	0
DOCUSIGN INC	COM	256163106	107	482	SH		SOLE		482	0	0
DOCUSIGN INC	COM	256163106	6,982	31,407	SH		OTR	1	0	31,407	0
DOCUSIGN INC	NOTE 0.500% 9/1	256163AB2	421	135,000	PRN		SOLE		135,000	0	0
DOLLAR GEN CORP NEW	COM	256677105	1,349	6,415	SH		SOLE		6,415	0	0
DOLLAR GEN CORP NEW	COM	256677105	1,523	7,243	SH		OTR	5	0	7,243	0
DOLLAR GEN CORP NEW	COM	256677105	24,573	116,849	SH		OTR	1	0	116,849	0
DOLLAR TREE INC	COM	256746108	7,232	66,940	SH		OTR	1	0	66,940	0
DOLLAR TREE INC	COM	256746108	561	5,188	SH		SOLE		5,188	0	0
DOMINION ENERGY INC	COM	25746U109	1,257	16,713	SH		OTR	5	0	16,713	0
DOMINION ENERGY INC	COM	25746U109	14,540	193,345	SH		OTR	1	0	193,345	0
DOMINION ENERGY INC	COM	25746U109	1,418	18,859	SH		SOLE		18,859	0	0
DOMINOS PIZZA INC	COM	25754A201	562	1,466	SH		SOLE		1,466	0	0
DOMINOS PIZZA INC	COM	25754A201	1,204	3,140	SH		OTR	5	0	3,140	0
DOMINOS PIZZA INC	COM	25754A201	13,481	35,156	SH		OTR	1	0	35,156	0
DOMTAR CORP	COM NEW	257559203	60	1,900	SH		SOLE		1,900	0	0
DOMTAR CORP	COM NEW	257559203	266	8,400	SH		OTR	1	0	8,400	0
DONNELLEY FINL SOLUTIONS INC	COM	25787G100	2,418	142,500	SH		OTR	1	0	142,500	0
DONNELLEY FINL SOLUTIONS INC	COM	25787G100	582	34,300	SH		SOLE		34,300	0	0
DOVER CORP	COM	260003108	2	13	SH		OTR	5	0	13	0
DOVER CORP	COM	260003108	4,254	33,695	SH		OTR	1	0	33,695	0
DOVER CORP	COM	260003108	385	3,048	SH		SOLE		3,048	0	0
DOW INC	COM	260557103	7,417	133,640	SH		OTR	1	0	133,640	0
DOW INC	COM	260557103	919	16,554	SH		SOLE		16,554	0	0
DROPBOX INC	CL A	26210C104	151	6,813	SH		SOLE		6,813	0	0
DROPBOX INC	CL A	26210C104	13,604	613,069	SH		OTR	1	0	613,069	0
DTE ENERGY CO	COM	233331107	3,448	28,402	SH		OTR	1	0	28,402	0
DTE ENERGY CO	COM	233331107	497	4,091	SH		SOLE		4,091	0	0
DUCOMMUN INC DEL	COM	264147109	59	1,100	SH		SOLE		1,100	0	0
DUCOMMUN INC DEL	COM	264147109	247	4,600	SH		OTR	1	0	4,600	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	11,605	126,748	SH		OTR	1	0	126,748	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	112	1,220	SH		OTR	5	0	1,220	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	1,459	15,930	SH		SOLE		15,930	0	0
DUKE REALTY CORP	COM NEW	264411505	5,247	131,274	SH		OTR	1	0	131,274	0
DUKE REALTY CORP	COM NEW	264411505	119	2,975	SH		OTR	5	0	2,975	0
DUKE REALTY CORP	COM NEW	264411505	354	8,857	SH		SOLE		8,857	0	0
DUPONT DE NEMOURS INC	COM	26614N102	1,178	16,569	SH		SOLE		16,569	0	0
DUPONT DE NEMOURS INC	COM	26614N102	8,818	124,003	SH		OTR	1	0	124,003	0
DWS MUN INCOME TR	COM	233368109	1,028	88,394	SH		SOLE		88,394	0	0
DWS MUN INCOME TR	COM	233368109	1,448	124,496	SH		OTR	1	0	124,496	0
DXC TECHNOLOGY CO	COM	23355L106	1,310	50,883	SH		OTR	5	0	50,883	0
DXC TECHNOLOGY CO	COM	23355L106	22,684	880,922	SH		OTR	1	0	880,922	0
DXC TECHNOLOGY CO	COM	23355L106	301	11,697	SH		SOLE		11,697	0	0
EAGLE BANCORP INC MD	COM	268948106	2,561	62,000	SH		OTR	1	0	62,000	0
EAGLE BANCORP INC MD	COM	268948106	615	14,900	SH		SOLE		14,900	0	0
EASTGROUP PPTYS INC	COM	277276101	2,814	20,383	SH		OTR	1	0	20,383	0
EASTGROUP PPTYS INC	COM	277276101	676	4,900	SH		SOLE		4,900	0	0
EASTMAN CHEM CO	COM	277432100	1,977	19,713	SH		OTR	1	0	19,713	0
EASTMAN CHEM CO	COM	277432100	320	3,189	SH		SOLE		3,189	0	0
EASTMAN KODAK CO	COM NEW	277461406	78	9,600	SH		SOLE		9,600	0	0
EASTMAN KODAK CO	COM NEW	277461406	321	39,400	SH		OTR	1	0	39,400	0
EATON VANCE MUN BD FD	COM	27827X101	2,103	154,604	SH		OTR	1	0	154,604	0
EATON VANCE MUN BD FD	COM	27827X101	1,334	98,097	SH		SOLE		98,097	0	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	163	13,241	SH		OTR	1	0	13,241	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	5,913	481,489	SH		SOLE		481,489	0	0
EBAY INC.	COM	278642103	1,088	21,646	SH		SOLE		21,646	0	0
EBAY INC.	COM	278642103	1,357	27,012	SH		OTR	5	0	27,012	0
EBAY INC.	COM	278642103	21,941	436,643	SH		OTR	1	0	436,643	0
ECHOSTAR CORP	CL A	278768106	0	0	SH		SOLE		0	0	0
ECHOSTAR CORP	CL A	278768106	2,410	113,712	SH		OTR	1	0	113,712	0
ECOLAB INC	COM	278865100	1,155	5,340	SH		SOLE		5,340	0	0
ECOLAB INC	COM	278865100	9,009	41,640	SH		OTR	1	0	41,640	0
EDISON INTL	COM	281020107	3,460	55,078	SH		OTR	1	0	55,078	0
EDISON INTL	COM	281020107	517	8,225	SH		SOLE		8,225	0	0
EDITAS MEDICINE INC	COM	28106W103	904	12,892	SH		SOLE		12,892	0	0
EDITAS MEDICINE INC	COM	28106W103	3,844	54,834	SH		OTR	1	0	54,834	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	8,274	90,691	SH		OTR	1	0	90,691	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	1,222	13,396	SH		SOLE		13,396	0	0
ELECTRONIC ARTS INC	COM	285512109	976	6,794	SH		SOLE		6,794	0	0
ELECTRONIC ARTS INC	COM	285512109	8,005	55,743	SH		OTR	1	0	55,743	0
ELEMENT SOLUTIONS INC	COM	28618M106	0	0	SH		SOLE		0	0	0
ELEMENT SOLUTIONS INC	COM	28618M106	1,621	91,410	SH		OTR	1	0	91,410	0
ELLINGTON FINANCIAL INC	COM	28852N109	220	14,800	SH		OTR	1	0	14,800	0
ELLINGTON FINANCIAL INC	COM	28852N109	52	3,500	SH		SOLE		3,500	0	0
EMCOR GROUP INC	COM	29084Q100	1,062	11,608	SH		SOLE		11,608	0	0
EMCOR GROUP INC	COM	29084Q100	6,510	71,184	SH		OTR	1	0	71,184	0
EMCOR GROUP INC	COM	29084Q100	770	8,417	SH		OTR	5	0	8,417	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	470	5,248	SH		SOLE		5,248	0	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	1,902	21,229	SH		OTR	1	0	21,229	0
EMERSON ELEC CO	COM	291011104	1,061	13,206	SH		SOLE		13,206	0	0
EMERSON ELEC CO	COM	291011104	8,398	104,496	SH		OTR	1	0	104,496	0
EMPLOYERS HOLDINGS INC	COM	292218104	309	9,600	SH		SOLE		9,600	0	0
EMPLOYERS HOLDINGS INC	COM	292218104	1,291	40,104	SH		OTR	1	0	40,104	0
ENCORE WIRE CORP	COM	292562105	3,103	51,235	SH		OTR	1	0	51,235	0
ENCORE WIRE CORP	COM	292562105	750	12,379	SH		SOLE		12,379	0	0
ENDURANCE INTL GROUP HLDGS I	COM	29272B105	195	20,600	SH		OTR	1	0	20,600	0
ENDURANCE INTL GROUP HLDGS I	COM	29272B105	46	4,900	SH		SOLE		4,900	0	0
ENERSYS	COM	29275Y102	1,080	13,000	SH		OTR	1	0	13,000	0
ENERSYS	COM	29275Y102	257	3,100	SH		SOLE		3,100	0	0
ENOVA INTL INC	COM	29357K103	1,417	57,200	SH		OTR	1	0	57,200	0
ENOVA INTL INC	COM	29357K103	339	13,700	SH		SOLE		13,700	0	0
ENPRO INDS INC	COM	29355X107	2,092	27,700	SH		OTR	1	0	27,700	0
ENPRO INDS INC	COM	29355X107	498	6,600	SH		SOLE		6,600	0	0
ENSIGN GROUP INC	COM	29358P101	868	11,900	SH		SOLE		11,900	0	0
ENSIGN GROUP INC	COM	29358P101	3,624	49,700	SH		OTR	1	0	49,700	0
ENTEGRIS INC	COM	29362U104	3,356	34,922	SH		OTR	1	0	34,922	0
ENTEGRIS INC	COM	29362U104	0	0	SH		SOLE		0	0	0
ENTERGY CORP NEW	COM	29364G103	167	1,671	SH		OTR	5	0	1,671	0
ENTERGY CORP NEW	COM	29364G103	5,627	56,358	SH		OTR	1	0	56,358	0
ENTERGY CORP NEW	COM	29364G103	454	4,545	SH		SOLE		4,545	0	0
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	1,117	406,028	SH		OTR	1	0	406,028	0
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	265	96,319	SH		SOLE		96,319	0	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	3,690	2,783,000	PRN		SOLE		2,783,000	0	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	26,013	19,620,000	PRN		OTR	1	0	19,620,000	0
EOG RES INC	COM	26875P101	5,468	109,652	SH		OTR	1	0	109,652	0
EOG RES INC	COM	26875P101	18	356	SH		OTR	5	0	356	0
EOG RES INC	COM	26875P101	635	12,725	SH		SOLE		12,725	0	0
EPIZYME INC	COM	29428V104	210	19,300	SH		SOLE		19,300	0	0
EPIZYME INC	COM	29428V104	926	85,300	SH		OTR	1	0	85,300	0
EQT CORP	COM	26884L109	28	2,166	SH		SOLE		2,166	0	0
EQT CORP	COM	26884L109	2,882	226,719	SH		OTR	1	0	226,719	0
EQUIFAX INC	COM	294429105	3,413	17,700	SH		OTR	1	0	17,700	0
EQUIFAX INC	COM	294429105	525	2,723	SH		SOLE		2,723	0	0
EQUINIX INC	COM	29444U700	506	709	SH		OTR	5	0	709	0
EQUINIX INC	COM	29444U700	14,304	20,029	SH		OTR	1	0	20,029	0
EQUINIX INC	COM	29444U700	1,545	2,164	SH		SOLE		2,164	0	0
EQUITABLE HLDGS INC	COM	29452E101	128	4,988	SH		SOLE		4,988	0	0
EQUITABLE HLDGS INC	COM	29452E101	583	22,800	SH		OTR	1	0	22,800	0
EQUITY COMWLTH	COM SH BEN INT	294628102	0	0	SH		SOLE		0	0	0
EQUITY COMWLTH	COM SH BEN INT	294628102	301	11,031	SH		OTR	1	0	11,031	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	895	14,121	SH		OTR	1	0	14,121	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	146	2,300	SH		SOLE		2,300	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	441	7,432	SH		SOLE		7,432	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	6,089	102,715	SH		OTR	1	0	102,715	0
ESCALADE INC	COM	296056104	80	3,800	SH		SOLE		3,800	0	0
ESCALADE INC	COM	296056104	341	16,100	SH		OTR	1	0	16,100	0
ESSEX PPTY TR INC	COM	297178105	4,994	21,034	SH		OTR	1	0	21,034	0
ESSEX PPTY TR INC	COM	297178105	343	1,445	SH		SOLE		1,445	0	0
ETSY INC	COM	29786A106	19,735	110,927	SH		OTR	1	0	110,927	0
ETSY INC	COM	29786A106	31	172	SH		OTR	5	0	172	0
ETSY INC	COM	29786A106	555	3,122	SH		SOLE		3,122	0	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	10,036	4,730,000	PRN		DFND	1	0	4,730,000	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	146	69,000	PRN		OTR	4	0	69,000	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	4,419	2,078,000	PRN		SOLE		2,078,000	0	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	52,782	24,818,000	PRN		OTR	1	0	24,818,000	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	1,867	1,644,000	PRN		SOLE		1,644,000	0	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	22,288	19,630,000	PRN		OTR	1	0	19,630,000	0
EVENTBRITE INC	COM CL A	29975E109	181	10,000	SH		OTR	1	0	10,000	0
EVENTBRITE INC	COM CL A	29975E109	29	1,600	SH		SOLE		1,600	0	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	13,153	8,830,000	PRN		OTR	1	0	8,830,000	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	1,344	902,000	PRN		SOLE		902,000	0	0
EVERCORE INC	CLASS A	29977A105	131	1,198	SH		SOLE		1,198	0	0
EVERCORE INC	CLASS A	29977A105	728	6,638	SH		OTR	5	0	6,638	0
EVERCORE INC	CLASS A	29977A105	6,432	58,663	SH		OTR	1	0	58,663	0
EVERGY INC	COM	30034W106	2,247	40,472	SH		OTR	1	0	40,472	0
EVERGY INC	COM	30034W106	279	5,019	SH		SOLE		5,019	0	0
EVERSOURCE ENERGY	COM	30040W108	635	7,341	SH		SOLE		7,341	0	0
EVERSOURCE ENERGY	COM	30040W108	4,316	49,886	SH		OTR	1	0	49,886	0
EVERTEC INC	COM	30040P103	1,172	29,800	SH		OTR	1	0	29,800	0
EVERTEC INC	COM	30040P103	291	7,400	SH		SOLE		7,400	0	0
EVOLENT HEALTH INC	NOTE 1.500%10/1	30050BAD3	130	150,000	PRN		SOLE		150,000	0	0
EXACT SCIENCES CORP	COM	30063P105	69	523	SH		SOLE		523	0	0
EXACT SCIENCES CORP	COM	30063P105	1,040	7,848	SH		OTR	1	0	7,848	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	8,726	6,707,000	PRN		DFND	1	0	6,707,000	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	48,161	36,877,000	PRN		OTR	1	0	36,877,000	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	4,614	3,533,000	PRN		SOLE		3,533,000	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	125	96,000	PRN		OTR	4	0	96,000	0
EXELIXIS INC	COM	30161Q104	24	1,171	SH		SOLE		1,171	0	0
EXELIXIS INC	COM	30161Q104	196	9,744	SH		OTR	5	0	9,744	0
EXELIXIS INC	COM	30161Q104	14,616	728,233	SH		OTR	1	0	728,233	0
EXELON CORP	COM	30161N101	7,176	169,964	SH		OTR	1	0	169,964	0
EXELON CORP	COM	30161N101	893	21,158	SH		SOLE		21,158	0	0
EXP WORLD HLDGS INC	COM	30212W100	341	5,400	SH		SOLE		5,400	0	0
EXP WORLD HLDGS INC	COM	30212W100	1,408	22,300	SH		OTR	1	0	22,300	0
EXPEDIA GROUP INC	COM NEW	30212P303	409	3,092	SH		SOLE		3,092	0	0
EXPEDIA GROUP INC	COM NEW	30212P303	2,619	19,780	SH		OTR	1	0	19,780	0
EXPEDITORS INTL WASH INC	COM	302130109	307	3,231	SH		SOLE		3,231	0	0
EXPEDITORS INTL WASH INC	COM	302130109	2,342	24,629	SH		OTR	1	0	24,629	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	37	2,516	SH		SOLE		2,516	0	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	5,565	375,729	SH		OTR	1	0	375,729	0
EXTERRAN CORP	COM	30227H106	105	23,800	SH		OTR	1	0	23,800	0
EXTERRAN CORP	COM	30227H106	25	5,700	SH		SOLE		5,700	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	3,985	34,391	SH		OTR	1	0	34,391	0
EXTRA SPACE STORAGE INC	COM	30225T102	344	2,968	SH		SOLE		2,968	0	0
EXTREME NETWORKS INC	COM	30226D106	655	95,000	SH		SOLE		95,000	0	0
EXTREME NETWORKS INC	COM	30226D106	2,733	396,600	SH		OTR	1	0	396,600	0
EXXON MOBIL CORP	COM	30231G102	294	7,140	SH		OTR	5	0	7,140	0
EXXON MOBIL CORP	COM	30231G102	27,424	665,300	SH		OTR	1	0	665,300	0
EXXON MOBIL CORP	COM	30231G102	3,791	91,963	SH		SOLE		91,963	0	0
F5 NETWORKS INC	COM	315616102	207	1,175	SH		SOLE		1,175	0	0
F5 NETWORKS INC	COM	315616102	1,577	8,964	SH		OTR	1	0	8,964	0
FACEBOOK INC	CL A	30303M102	14,794	54,160	SH		SOLE		54,160	0	0
FACEBOOK INC	CL A	30303M102	172,733	632,350	SH		OTR	1	0	632,350	0
FACEBOOK INC	CL A	30303M102	5,088	18,626	SH		OTR	5	0	18,626	0
FAIR ISAAC CORP	COM	303250104	51	100	SH		SOLE		100	0	0
FAIR ISAAC CORP	COM	303250104	5,856	11,459	SH		OTR	1	0	11,459	0
FARMERS NATIONAL BANC CORP	COM	309627107	690	51,963	SH		OTR	1	0	51,963	0
FARMERS NATIONAL BANC CORP	COM	309627107	169	12,759	SH		SOLE		12,759	0	0
FASTENAL CO	COM	311900104	613	12,563	SH		SOLE		12,563	0	0
FASTENAL CO	COM	311900104	4,079	83,539	SH		OTR	1	0	83,539	0
FATE THERAPEUTICS INC	COM	31189P102	673	7,400	SH		SOLE		7,400	0	0
FATE THERAPEUTICS INC	COM	31189P102	2,837	31,200	SH		OTR	1	0	31,200	0
FEDERAL RLTY INVT TR	SH BEN INT NEW	313747206	112	1,312	SH		SOLE		1,312	0	0
FEDERAL RLTY INVT TR	SH BEN INT NEW	313747206	1,480	17,390	SH		OTR	1	0	17,390	0
FEDERATED HERMES INC	CL B	314211103	685	23,700	SH		SOLE		23,700	0	0
FEDERATED HERMES INC	CL B	314211103	2,866	99,200	SH		OTR	1	0	99,200	0
FEDEX CORP	COM	31428X106	1,722	6,631	SH		SOLE		6,631	0	0
FEDEX CORP	COM	31428X106	16,643	64,105	SH		OTR	1	0	64,105	0
FEDEX CORP	COM	31428X106	1,559	6,004	SH		OTR	5	0	6,004	0
FIBROGEN INC	COM	31572Q808	447	12,039	SH		SOLE		12,039	0	0
FIBROGEN INC	COM	31572Q808	1,861	50,166	SH		OTR	1	0	50,166	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	875	22,390	SH		OTR	1	0	22,390	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	31	800	SH		SOLE		800	0	0
FIDELITY NATL INFORMATION SV	COM	31620M106	14,368	101,566	SH		OTR	1	0	101,566	0
FIDELITY NATL INFORMATION SV	COM	31620M106	136	961	SH		OTR	5	0	961	0
FIDELITY NATL INFORMATION SV	COM	31620M106	1,865	13,186	SH		SOLE		13,186	0	0
FIESTA RESTAURANT GROUP INC	COM	31660B101	51	4,500	SH		SOLE		4,500	0	0
FIESTA RESTAURANT GROUP INC	COM	31660B101	213	18,700	SH		OTR	1	0	18,700	0
FIFTH THIRD BANCORP	COM	316773100	1,297	47,029	SH		OTR	5	0	47,029	0
FIFTH THIRD BANCORP	COM	316773100	594	21,560	SH		SOLE		21,560	0	0
FIFTH THIRD BANCORP	COM	316773100	9,788	355,020	SH		OTR	1	0	355,020	0
FINANCIAL INSTNS INC	COM	317585404	428	19,023	SH		SOLE		19,023	0	0
FINANCIAL INSTNS INC	COM	317585404	1,796	79,831	SH		OTR	1	0	79,831	0
FINVOLUTION GROUP	SPONSORED ADS	31810T101	1	385	SH		DFND	1	0	385	0
FINVOLUTION GROUP	SPONSORED ADS	31810T101	0	0	SH		SOLE		0	0	0
FINVOLUTION GROUP	SPONSORED ADS	31810T101	215	80,700	SH		OTR	1	0	80,700	0
FIRST AMERN FINL CORP	COM	31847R102	1,884	36,490	SH		OTR	1	0	36,490	0
FIRST AMERN FINL CORP	COM	31847R102	0	0	SH		SOLE		0	0	0
FIRST BANCORP P R	COM NEW	318672706	325	35,300	SH		SOLE		35,300	0	0
FIRST BANCORP P R	COM NEW	318672706	1,356	147,100	SH		OTR	1	0	147,100	0
FIRST BANK WILLIAMSTOWN NJ	COM	31931U102	54	5,800	SH		SOLE		5,800	0	0
FIRST BANK WILLIAMSTOWN NJ	COM	31931U102	195	20,800	SH		OTR	1	0	20,800	0
FIRST BUS FINL SVCS INC WIS	COM	319390100	444	24,099	SH		OTR	1	0	24,099	0
FIRST BUS FINL SVCS INC WIS	COM	319390100	119	6,467	SH		SOLE		6,467	0	0
FIRST BUSEY CORP	COM NEW	319383204	371	17,200	SH		OTR	1	0	17,200	0
FIRST BUSEY CORP	COM NEW	319383204	88	4,100	SH		SOLE		4,100	0	0
FIRST COMWLTH FINL CORP PA	COM	319829107	872	79,700	SH		OTR	1	0	79,700	0
FIRST COMWLTH FINL CORP PA	COM	319829107	209	19,100	SH		SOLE		19,100	0	0
FIRST FINL BANCORP OH	COM	320209109	123	7,000	SH		SOLE		7,000	0	0
FIRST FINL BANCORP OH	COM	320209109	524	29,900	SH		OTR	1	0	29,900	0
FIRST FINL BANKSHARES	COM	32020R109	774	21,400	SH		OTR	1	0	21,400	0
FIRST FINL BANKSHARES	COM	32020R109	188	5,200	SH		SOLE		5,200	0	0
FIRST FNDTN INC	COM	32026V104	2,189	109,460	SH		OTR	1	0	109,460	0
FIRST FNDTN INC	COM	32026V104	520	26,010	SH		SOLE		26,010	0	0
FIRST HAWAIIAN INC	COM	32051X108	2,467	104,635	SH		OTR	1	0	104,635	0
FIRST HAWAIIAN INC	COM	32051X108	160	6,803	SH		SOLE		6,803	0	0
FIRST INDL RLTY TR INC	COM	32054K103	240	5,700	SH		SOLE		5,700	0	0
FIRST INDL RLTY TR INC	COM	32054K103	1,796	42,625	SH		OTR	1	0	42,625	0
FIRST INTERNET BANCORP	COM	320557101	371	12,921	SH		SOLE		12,921	0	0
FIRST INTERNET BANCORP	COM	320557101	1,531	53,256	SH		OTR	1	0	53,256	0
FIRST LONG IS CORP	COM	320734106	338	18,914	SH		SOLE		18,914	0	0
FIRST LONG IS CORP	COM	320734106	1,422	79,685	SH		OTR	1	0	79,685	0
FIRST NORTHWEST BANCORP	COM	335834107	388	24,900	SH		OTR	1	0	24,900	0
FIRST NORTHWEST BANCORP	COM	335834107	100	6,400	SH		SOLE		6,400	0	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	610	4,155	SH		SOLE		4,155	0	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	11,397	77,566	SH		OTR	1	0	77,566	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	683	4,647	SH		OTR	5	0	4,647	0
FIRST SOLAR INC	COM	336433107	84	853	SH		SOLE		853	0	0
FIRST SOLAR INC	COM	336433107	5,338	53,967	SH		OTR	1	0	53,967	0
FIRSTENERGY CORP	COM	337932107	400	13,056	SH		SOLE		13,056	0	0
FIRSTENERGY CORP	COM	337932107	402	13,129	SH		OTR	5	0	13,129	0
FIRSTENERGY CORP	COM	337932107	6,162	201,308	SH		OTR	1	0	201,308	0
FISERV INC	COM	337738108	1,332	11,699	SH		SOLE		11,699	0	0
FISERV INC	COM	337738108	10,547	92,630	SH		OTR	1	0	92,630	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	3,412	83,698	SH		OTR	1	0	83,698	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	820	20,124	SH		SOLE		20,124	0	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	3,311	12,135	SH		OTR	1	0	12,135	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	516	1,893	SH		SOLE		1,893	0	0
FLEXION THERAPEUTICS INC	NOTE 3.375% 5/0	33938JAB2	40	45,000	PRN		SOLE		45,000	0	0
FLIR SYS INC	COM	302445101	110	2,504	SH		SOLE		2,504	0	0
FLIR SYS INC	COM	302445101	7	151	SH		OTR	5	0	151	0
FLIR SYS INC	COM	302445101	858	19,571	SH		OTR	1	0	19,571	0
FLOWSERVE CORP	COM	34354P105	698	18,955	SH		OTR	1	0	18,955	0
FLOWSERVE CORP	COM	34354P105	91	2,475	SH		SOLE		2,475	0	0
FLUENT INC	COM	34380C102	277	52,200	SH		OTR	1	0	52,200	0
FLUENT INC	COM	34380C102	67	12,700	SH		SOLE		12,700	0	0
FLUOR CORP NEW	COM	343412102	358	22,400	SH		SOLE		22,400	0	0
FLUOR CORP NEW	COM	343412102	1,474	92,300	SH		OTR	1	0	92,300	0
FLUSHING FINL CORP	COM	343873105	1,953	117,353	SH		OTR	1	0	117,353	0
FLUSHING FINL CORP	COM	343873105	468	28,155	SH		SOLE		28,155	0	0
FLWS/1-800 FLOWERS	CL A	68243Q106	1,132	43,550	SH		OTR	1	0	43,550	0
FLWS/1-800 FLOWERS	CL A	68243Q106	268	10,296	SH		SOLE		10,296	0	0
FMC CORP	COM NEW	302491303	2,170	18,881	SH		OTR	1	0	18,881	0
FMC CORP	COM NEW	302491303	331	2,879	SH		SOLE		2,879	0	0
FOOT LOCKER INC	COM	344849104	2,517	62,245	SH		OTR	1	0	62,245	0
FOOT LOCKER INC	COM	344849104	152	3,763	SH		SOLE		3,763	0	0
FORD MTR CO DEL	COM	345370860	14,453	1,644,235	SH		OTR	1	0	1,644,235	0
FORD MTR CO DEL	COM	345370860	986	112,184	SH		SOLE		112,184	0	0
FORMFACTOR INC	COM	346375108	860	20,000	SH		SOLE		20,000	0	0
FORMFACTOR INC	COM	346375108	3,588	83,400	SH		OTR	1	0	83,400	0
FORTERRA INC	COM	34960W106	100	5,800	SH		SOLE		5,800	0	0
FORTERRA INC	COM	34960W106	416	24,200	SH		OTR	1	0	24,200	0
FORTINET INC	COM	34959E109	1,303	8,773	SH		OTR	5	0	8,773	0
FORTINET INC	COM	34959E109	756	5,087	SH		SOLE		5,087	0	0
FORTINET INC	COM	34959E109	25,792	173,651	SH		OTR	1	0	173,651	0
FORTIVE CORP	COM	34959J108	10,532	148,716	SH		OTR	1	0	148,716	0
FORTIVE CORP	COM	34959J108	513	7,238	SH		SOLE		7,238	0	0
FORTIVE CORP	NOTE 0.875% 2/1	34959JAK4	589	570,000	PRN		SOLE		570,000	0	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	261	3,050	SH		SOLE		3,050	0	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	4,332	50,538	SH		OTR	1	0	50,538	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	43,729	66,761,152	PRN		OTR	1	0	66,761,152	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	19,804	30,234,632	PRN		SOLE		30,234,632	0	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	138	210,914	PRN		OTR	5	0	210,914	0
FOSTER L B CO	COM	350060109	83	5,501	SH		SOLE		5,501	0	0
FOSTER L B CO	COM	350060109	362	24,036	SH		OTR	1	0	24,036	0
FOUR CORNERS PPTY TR INC	COM	35086T109	1,989	66,800	SH		OTR	1	0	66,800	0
FOUR CORNERS PPTY TR INC	COM	35086T109	476	16,000	SH		SOLE		16,000	0	0
FOX CORP	CL A COM	35137L105	1,430	49,117	SH		OTR	1	0	49,117	0
FOX CORP	CL A COM	35137L105	259	8,900	SH		SOLE		8,900	0	0
FOX CORP	CL B COM	35137L204	3,130	108,378	SH		OTR	1	0	108,378	0
FOX CORP	CL B COM	35137L204	92	3,200	SH		OTR	5	0	3,200	0
FOX CORP	CL B COM	35137L204	66	2,300	SH		SOLE		2,300	0	0
FOX FACTORY HLDG CORP	COM	35138V102	254	2,400	SH		SOLE		2,400	0	0
FOX FACTORY HLDG CORP	COM	35138V102	1,068	10,100	SH		OTR	1	0	10,100	0
FRANKLIN ELEC INC	COM	353514102	747	10,800	SH		SOLE		10,800	0	0
FRANKLIN ELEC INC	COM	353514102	3,135	45,300	SH		OTR	1	0	45,300	0
FRANKLIN RESOURCES INC	COM	354613101	223	8,941	SH		SOLE		8,941	0	0
FRANKLIN RESOURCES INC	COM	354613101	1,421	56,849	SH		OTR	1	0	56,849	0
FREEPORT-MCMORAN INC	CL B	35671D857	12,063	463,614	SH		OTR	1	0	463,614	0
FREEPORT-MCMORAN INC	CL B	35671D857	877	33,718	SH		SOLE		33,718	0	0
FREEPORT-MCMORAN INC	CL B	35671D857	305	11,732	SH		OTR	5	0	11,732	0
FRESHPET INC	COM	358039105	1,136	8,000	SH		OTR	1	0	8,000	0
FRESHPET INC	COM	358039105	270	1,900	SH		SOLE		1,900	0	0
FS BANCORP INC	COM	30263Y104	186	3,392	SH		SOLE		3,392	0	0
FS BANCORP INC	COM	30263Y104	787	14,353	SH		OTR	1	0	14,353	0
FTI CONSULTING INC	COM	302941109	3,255	29,132	SH		OTR	1	0	29,132	0
FTI CONSULTING INC	COM	302941109	0	0	SH		SOLE		0	0	0
FTI CONSULTING INC	NOTE 2.000% 8/1	302941AP4	107	85,000	PRN		SOLE		85,000	0	0
FUELCELL ENERGY INC	COM	35952H601	240	21,500	SH		SOLE		21,500	0	0
FUELCELL ENERGY INC	COM	35952H601	1,022	91,500	SH		OTR	1	0	91,500	0
FUTUREFUEL CORP	COM	36116M106	151	11,900	SH		OTR	1	0	11,900	0
FUTUREFUEL CORP	COM	36116M106	36	2,850	SH		SOLE		2,850	0	0
G III APPAREL GROUP LTD	COM	36237H101	480	20,200	SH		OTR	1	0	20,200	0
G III APPAREL GROUP LTD	COM	36237H101	114	4,800	SH		SOLE		4,800	0	0
GALLAGHER ARTHUR J & CO	COM	363576109	516	4,173	SH		SOLE		4,173	0	0
GALLAGHER ARTHUR J & CO	COM	363576109	3,462	27,984	SH		OTR	1	0	27,984	0
GAMESTOP CORP NEW	CL A	36467W109	923	49,000	SH		OTR	1	0	49,000	0
GAMESTOP CORP NEW	CL A	36467W109	224	11,900	SH		SOLE		11,900	0	0
GAMING & LEISURE PPTYS INC	COM	36467J108	0	0	SH		SOLE		0	0	0
GAMING & LEISURE PPTYS INC	COM	36467J108	1,149	27,096	SH		OTR	1	0	27,096	0
GAP INC	COM	364760108	715	35,434	SH		OTR	5	0	35,434	0
GAP INC	COM	364760108	131	6,478	SH		SOLE		6,478	0	0
GAP INC	COM	364760108	3,686	182,544	SH		OTR	1	0	182,544	0
GARTNER INC	COM	366651107	305	1,901	SH		SOLE		1,901	0	0
GARTNER INC	COM	366651107	2,516	15,708	SH		OTR	1	0	15,708	0
GATX CORP	COM	361448103	183	2,200	SH		OTR	1	0	2,200	0
GATX CORP	COM	361448103	42	500	SH		SOLE		500	0	0
GCP APPLIED TECHNOLOGIES INC	COM	36164Y101	92	3,900	SH		SOLE		3,900	0	0
GCP APPLIED TECHNOLOGIES INC	COM	36164Y101	381	16,100	SH		OTR	1	0	16,100	0
GENERAL DYNAMICS CORP	COM	369550108	749	5,035	SH		SOLE		5,035	0	0
GENERAL DYNAMICS CORP	COM	369550108	6,216	41,770	SH		OTR	1	0	41,770	0
GENERAL ELECTRIC CO	COM	369604103	14,966	1,385,775	SH		OTR	1	0	1,385,775	0
GENERAL ELECTRIC CO	COM	369604103	2,050	189,860	SH		SOLE		189,860	0	0
GENERAL MLS INC	COM	370334104	785	13,343	SH		SOLE		13,343	0	0
GENERAL MLS INC	COM	370334104	6,613	112,465	SH		OTR	1	0	112,465	0
GENERAL MTRS CO	COM	37045V100	8,813	211,653	SH		OTR	1	0	211,653	0
GENERAL MTRS CO	COM	37045V100	1,139	27,347	SH		SOLE		27,347	0	0
GENMARK DIAGNOSTICS INC	COM	372309104	169	11,600	SH		SOLE		11,600	0	0
GENMARK DIAGNOSTICS INC	COM	372309104	727	49,800	SH		OTR	1	0	49,800	0
GENUINE PARTS CO	COM	372460105	316	3,151	SH		SOLE		3,151	0	0
GENUINE PARTS CO	COM	372460105	2,491	24,805	SH		OTR	1	0	24,805	0
GENWORTH FINL INC	COM CL A	37247D106	668	176,700	SH		OTR	1	0	176,700	0
GENWORTH FINL INC	COM CL A	37247D106	155	41,100	SH		SOLE		41,100	0	0
GEO GROUP INC NEW	COM	36162J106	360	40,607	SH		SOLE		40,607	0	0
GEO GROUP INC NEW	COM	36162J106	1,501	169,465	SH		OTR	1	0	169,465	0
GETTY RLTY CORP NEW	COM	374297109	1,446	52,500	SH		OTR	1	0	52,500	0
GETTY RLTY CORP NEW	COM	374297109	336	12,200	SH		SOLE		12,200	0	0
GILEAD SCIENCES INC	COM	375558103	19,722	338,509	SH		OTR	1	0	338,509	0
GILEAD SCIENCES INC	COM	375558103	1,704	29,253	SH		OTR	5	0	29,253	0
GILEAD SCIENCES INC	COM	375558103	1,854	31,822	SH		SOLE		31,822	0	0
GLACIER BANCORP INC NEW	COM	37637Q105	166	3,600	SH		SOLE		3,600	0	0
GLACIER BANCORP INC NEW	COM	37637Q105	672	14,600	SH		OTR	1	0	14,600	0
GLAUKOS CORP	COM	377322102	226	3,000	SH		OTR	1	0	3,000	0
GLAUKOS CORP	COM	377322102	53	700	SH		SOLE		700	0	0
GLOBAL MED REIT INC	COM NEW	37954A204	247	18,900	SH		OTR	1	0	18,900	0
GLOBAL MED REIT INC	COM NEW	37954A204	59	4,500	SH		SOLE		4,500	0	0
GLOBAL PMTS INC	COM	37940X102	1,381	6,411	SH		SOLE		6,411	0	0
GLOBAL PMTS INC	COM	37940X102	10,601	49,212	SH		OTR	1	0	49,212	0
GLOBAL X FDS	NASDAQ 100 COVER	37954Y483	466	20,422	SH		SOLE		20,422	0	0
GLOBE LIFE INC	COM	37959E102	174	1,837	SH		SOLE		1,837	0	0
GLOBE LIFE INC	COM	37959E102	1,330	14,011	SH		OTR	1	0	14,011	0
GLU MOBILE INC	COM	379890106	148	16,400	SH		SOLE		16,400	0	0
GLU MOBILE INC	COM	379890106	611	67,800	SH		OTR	1	0	67,800	0
GMS INC	COM	36251C103	162	5,300	SH		SOLE		5,300	0	0
GMS INC	COM	36251C103	671	22,000	SH		OTR	1	0	22,000	0
GODADDY INC	CL A	380237107	15,138	182,499	SH		OTR	1	0	182,499	0
GODADDY INC	CL A	380237107	222	2,672	SH		SOLE		2,672	0	0
GOLDEN ENTMT INC	COM	381013101	40	2,000	SH		SOLE		2,000	0	0
GOLDEN ENTMT INC	COM	381013101	165	8,300	SH		OTR	1	0	8,300	0
GOLDMAN SACHS GROUP INC	COM	38141G104	14,838	56,265	SH		OTR	1	0	56,265	0
GOLDMAN SACHS GROUP INC	COM	38141G104	1,942	7,365	SH		SOLE		7,365	0	0
GOODYEAR TIRE & RUBR CO	COM	382550101	2,388	218,900	SH		OTR	1	0	218,900	0
GOODYEAR TIRE & RUBR CO	COM	382550101	570	52,200	SH		SOLE		52,200	0	0
GRAFTECH INTL LTD	COM	384313508	147	13,760	SH		SOLE		13,760	0	0
GRAFTECH INTL LTD	COM	384313508	3,673	344,600	SH		OTR	1	0	344,600	0
GRAHAM HLDGS CO	COM CL B	384637104	8,801	16,501	SH		OTR	1	0	16,501	0
GRAHAM HLDGS CO	COM CL B	384637104	186	348	SH		SOLE		348	0	0
GRAINGER W W INC	COM	384802104	351	860	SH		SOLE		860	0	0
GRAINGER W W INC	COM	384802104	2,679	6,560	SH		OTR	1	0	6,560	0
GRAND CANYON ED INC	COM	38526M106	243	2,610	SH		OTR	1	0	2,610	0
GRAND CANYON ED INC	COM	38526M106	0	0	SH		SOLE		0	0	0
GREAT WESTN BANCORP INC	COM	391416104	150	7,200	SH		SOLE		7,200	0	0
GREAT WESTN BANCORP INC	COM	391416104	652	31,200	SH		OTR	1	0	31,200	0
GREEN DOT CORP	CL A	39304D102	2,930	52,500	SH		OTR	1	0	52,500	0
GREEN DOT CORP	CL A	39304D102	692	12,400	SH		SOLE		12,400	0	0
GROUP 1 AUTOMOTIVE INC	COM	398905109	144	1,100	SH		SOLE		1,100	0	0
GROUP 1 AUTOMOTIVE INC	COM	398905109	577	4,400	SH		OTR	1	0	4,400	0
GROUPON INC	COM NEW	399473206	114	3,000	SH		SOLE		3,000	0	0
GROUPON INC	COM NEW	399473206	498	13,100	SH		OTR	1	0	13,100	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	156	120,000	PRN		SOLE		120,000	0	0
HALLIBURTON CO	COM	406216101	379	20,069	SH		SOLE		20,069	0	0
HALLIBURTON CO	COM	406216101	2,431	128,634	SH		OTR	1	0	128,634	0
HALOZYME THERAPEUTICS INC	COM	40637H109	2,675	62,623	SH		OTR	1	0	62,623	0
HALOZYME THERAPEUTICS INC	COM	40637H109	639	14,955	SH		SOLE		14,955	0	0
HANCOCK WHITNEY CORPORATION	COM	410120109	667	19,600	SH		SOLE		19,600	0	0
HANCOCK WHITNEY CORPORATION	COM	410120109	2,796	82,200	SH		OTR	1	0	82,200	0
HANESBRANDS INC	COM	410345102	739	50,686	SH		OTR	1	0	50,686	0
HANESBRANDS INC	COM	410345102	96	6,607	SH		SOLE		6,607	0	0
HANMI FINL CORP	COM NEW	410495204	355	31,300	SH		SOLE		31,300	0	0
HANMI FINL CORP	COM NEW	410495204	1,484	130,900	SH		OTR	1	0	130,900	0
HANNON ARMSTRONG SUST INFR C	COM	41068X100	121	1,900	SH		SOLE		1,900	0	0
HANNON ARMSTRONG SUST INFR C	COM	41068X100	507	8,000	SH		OTR	1	0	8,000	0
HARROW HEALTH INC	COM	415858109	87	12,700	SH		SOLE		12,700	0	0
HARROW HEALTH INC	COM	415858109	361	52,600	SH		OTR	1	0	52,600	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	399	8,140	SH		SOLE		8,140	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	5,272	107,630	SH		OTR	1	0	107,630	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	80	1,625	SH		OTR	5	0	1,625	0
HASBRO INC	COM	418056107	265	2,836	SH		SOLE		2,836	0	0
HASBRO INC	COM	418056107	1,735	18,544	SH		OTR	1	0	18,544	0
HAVERTY FURNITURE INC	COM	419596101	570	20,600	SH		OTR	1	0	20,600	0
HAVERTY FURNITURE INC	COM	419596101	136	4,900	SH		SOLE		4,900	0	0
HAWAIIAN ELEC INDUSTRIES	COM	419870100	491	13,880	SH		OTR	1	0	13,880	0
HAWAIIAN ELEC INDUSTRIES	COM	419870100	12	327	SH		SOLE		327	0	0
HCA HEALTHCARE INC	COM	40412C101	1,480	8,998	SH		OTR	5	0	8,998	0
HCA HEALTHCARE INC	COM	40412C101	23,993	145,888	SH		OTR	1	0	145,888	0
HCA HEALTHCARE INC	COM	40412C101	1,317	8,010	SH		SOLE		8,010	0	0
HEALTHCARE RLTY TR	COM	421946104	311	10,500	SH		OTR	1	0	10,500	0
HEALTHCARE RLTY TR	COM	421946104	68	2,300	SH		SOLE		2,300	0	0
HEALTHCARE TR AMER INC	CL A NEW	42225P501	861	31,253	SH		OTR	1	0	31,253	0
HEALTHCARE TR AMER INC	CL A NEW	42225P501	0	0	SH		SOLE		0	0	0
HEALTHEQUITY INC	COM	42226A107	1,394	20,000	SH		OTR	1	0	20,000	0
HEALTHEQUITY INC	COM	42226A107	328	4,700	SH		SOLE		4,700	0	0
HEALTHPEAK PROPERTIES INC	COM	42250P103	370	12,238	SH		SOLE		12,238	0	0
HEALTHPEAK PROPERTIES INC	COM	42250P103	75	2,488	SH		OTR	5	0	2,488	0
HEALTHPEAK PROPERTIES INC	COM	42250P103	5,011	165,765	SH		OTR	1	0	165,765	0
HEALTHSTREAM INC	COM	42222N103	44	2,000	SH		SOLE		2,000	0	0
HEALTHSTREAM INC	COM	42222N103	182	8,326	SH		OTR	1	0	8,326	0
HECLA MNG CO	COM	422704106	277	42,800	SH		SOLE		42,800	0	0
HECLA MNG CO	COM	422704106	1,144	176,500	SH		OTR	1	0	176,500	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	54	52,000	PRN		OTR	4	0	52,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	18,418	17,481,000	PRN		OTR	1	0	17,481,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	3,632	3,497,000	PRN		DFND	1	0	3,497,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	2,335	2,216,000	PRN		SOLE		2,216,000	0	0
HELMERICH & PAYNE INC	COM	423452101	1,810	78,158	SH		OTR	1	0	78,158	0
HELMERICH & PAYNE INC	COM	423452101	67	2,888	SH		SOLE		2,888	0	0
HENRY JACK & ASSOC INC	COM	426281101	269	1,658	SH		SOLE		1,658	0	0
HENRY JACK & ASSOC INC	COM	426281101	1,799	11,105	SH		OTR	1	0	11,105	0
HENRY SCHEIN INC	COM	806407102	182	2,721	SH		SOLE		2,721	0	0
HENRY SCHEIN INC	COM	806407102	1,389	20,775	SH		OTR	1	0	20,775	0
HERITAGE INS HLDGS INC	COM	42727J102	165	16,300	SH		OTR	1	0	16,300	0
HERITAGE INS HLDGS INC	COM	42727J102	40	3,900	SH		SOLE		3,900	0	0
HERON THERAPEUTICS INC	COM	427746102	2,048	96,751	SH		OTR	1	0	96,751	0
HERON THERAPEUTICS INC	COM	427746102	488	23,075	SH		SOLE		23,075	0	0
HERSHEY CO	COM	427866108	505	3,312	SH		SOLE		3,312	0	0
HERSHEY CO	COM	427866108	3,270	21,468	SH		OTR	1	0	21,468	0
HESS CORP	COM	42809H107	323	6,112	SH		SOLE		6,112	0	0
HESS CORP	COM	42809H107	2,099	39,768	SH		OTR	1	0	39,768	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	2,219	187,275	SH		OTR	1	0	187,275	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	352	29,740	SH		SOLE		29,740	0	0
HIBBETT SPORTS INC	COM	428567101	231	5,000	SH		SOLE		5,000	0	0
HIBBETT SPORTS INC	COM	428567101	961	20,800	SH		OTR	1	0	20,800	0
HILL ROM HLDGS INC	COM	431475102	136	1,391	SH		SOLE		1,391	0	0
HILL ROM HLDGS INC	COM	431475102	1,124	11,470	SH		OTR	5	0	11,470	0
HILL ROM HLDGS INC	COM	431475102	10,715	109,374	SH		OTR	1	0	109,374	0
HILLENBRAND INC	COM	431571108	856	21,500	SH		SOLE		21,500	0	0
HILLENBRAND INC	COM	431571108	3,578	89,900	SH		OTR	1	0	89,900	0
HILTON GRAND VACATIONS INC	COM	43283X105	257	8,200	SH		SOLE		8,200	0	0
HILTON GRAND VACATIONS INC	COM	43283X105	1,063	33,900	SH		OTR	1	0	33,900	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	4,718	42,407	SH		OTR	1	0	42,407	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	678	6,091	SH		SOLE		6,091	0	0
HMS HLDGS CORP	COM	40425J101	720	19,600	SH		SOLE		19,600	0	0
HMS HLDGS CORP	COM	40425J101	3,014	82,000	SH		OTR	1	0	82,000	0
HNI CORP	COM	404251100	472	13,700	SH		SOLE		13,700	0	0
HNI CORP	COM	404251100	1,964	57,000	SH		OTR	1	0	57,000	0
HOLLYFRONTIER CORP	COM	436106108	316	12,239	SH		SOLE		12,239	0	0
HOLLYFRONTIER CORP	COM	436106108	1,194	46,179	SH		OTR	5	0	46,179	0
HOLLYFRONTIER CORP	COM	436106108	12,283	475,176	SH		OTR	1	0	475,176	0
HOLOGIC INC	COM	436440101	573	7,873	SH		SOLE		7,873	0	0
HOLOGIC INC	COM	436440101	17,126	235,145	SH		OTR	1	0	235,145	0
HOLOGIC INC	COM	436440101	1,165	16,002	SH		OTR	5	0	16,002	0
HOME BANCSHARES INC	COM	436893200	51	2,600	SH		SOLE		2,600	0	0
HOME BANCSHARES INC	COM	436893200	210	10,800	SH		OTR	1	0	10,800	0
HOME DEPOT INC	COM	437076102	3,393	12,774	SH		OTR	5	0	12,774	0
HOME DEPOT INC	COM	437076102	6,761	25,455	SH		SOLE		25,455	0	0
HOME DEPOT INC	COM	437076102	74,022	278,677	SH		OTR	1	0	278,677	0
HOMESTREET INC	COM	43785V102	591	17,500	SH		OTR	1	0	17,500	0
HOMESTREET INC	COM	43785V102	142	4,200	SH		SOLE		4,200	0	0
HONEYWELL INTL INC	COM	438516106	63	294	SH		OTR	5	0	294	0
HONEYWELL INTL INC	COM	438516106	3,229	15,182	SH		SOLE		15,182	0	0
HONEYWELL INTL INC	COM	438516106	23,339	109,726	SH		OTR	1	0	109,726	0
HOPE BANCORP INC	COM	43940T109	2,539	232,700	SH		OTR	1	0	232,700	0
HOPE BANCORP INC	COM	43940T109	608	55,700	SH		SOLE		55,700	0	0
HORACE MANN EDUCATORS CORP N	COM	440327104	1,606	38,200	SH		OTR	1	0	38,200	0
HORACE MANN EDUCATORS CORP N	COM	440327104	387	9,200	SH		SOLE		9,200	0	0
HORIZON BANCORP INC	COM	440407104	73	4,600	SH		SOLE		4,600	0	0
HORIZON BANCORP INC	COM	440407104	308	19,400	SH		OTR	1	0	19,400	0
HORMEL FOODS CORP	COM	440452100	1,904	40,854	SH		OTR	1	0	40,854	0
HORMEL FOODS CORP	COM	440452100	300	6,430	SH		SOLE		6,430	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	5,363	366,559	SH		OTR	1	0	366,559	0
HOST HOTELS & RESORTS INC	COM	44107P104	316	21,609	SH		SOLE		21,609	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	83	5,664	SH		OTR	5	0	5,664	0
HOULIHAN LOKEY INC	CL A	441593100	296	4,400	SH		SOLE		4,400	0	0
HOULIHAN LOKEY INC	CL A	441593100	1,230	18,300	SH		OTR	1	0	18,300	0
HOWMET AEROSPACE INC	COM	443201108	1,621	56,785	SH		OTR	1	0	56,785	0
HOWMET AEROSPACE INC	COM	443201108	212	7,445	SH		SOLE		7,445	0	0
HP INC	COM	40434L105	1,109	45,080	SH		SOLE		45,080	0	0
HP INC	COM	40434L105	1,422	57,835	SH		OTR	5	0	57,835	0
HP INC	COM	40434L105	23,095	939,206	SH		OTR	1	0	939,206	0
HUB GROUP INC	CL A	443320106	986	17,300	SH		OTR	1	0	17,300	0
HUB GROUP INC	CL A	443320106	234	4,100	SH		SOLE		4,100	0	0
HUBBELL INC	COM	443510607	476	3,033	SH		OTR	1	0	3,033	0
HUBBELL INC	COM	443510607	0	0	SH		SOLE		0	0	0
HUMANA INC	COM	444859102	1,554	3,788	SH		SOLE		3,788	0	0
HUMANA INC	COM	444859102	1,618	3,944	SH		OTR	5	0	3,944	0
HUMANA INC	COM	444859102	26,109	63,638	SH		OTR	1	0	63,638	0
HUNT J B TRANS SVCS INC	COM	445658107	250	1,828	SH		SOLE		1,828	0	0
HUNT J B TRANS SVCS INC	COM	445658107	6,540	47,863	SH		OTR	1	0	47,863	0
HUNT J B TRANS SVCS INC	COM	445658107	63	464	SH		OTR	5	0	464	0
HUNTINGTON BANCSHARES INC	COM	446150104	289	22,910	SH		SOLE		22,910	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	1,870	148,032	SH		OTR	1	0	148,032	0
HUNTINGTON INGALLS INDS INC	COM	446413106	426	2,497	SH		SOLE		2,497	0	0
HUNTINGTON INGALLS INDS INC	COM	446413106	7,543	44,248	SH		OTR	1	0	44,248	0
HUNTINGTON INGALLS INDS INC	COM	446413106	1,213	7,114	SH		OTR	5	0	7,114	0
IAC INTERACTIVECORP NEW	COM	44891N109	66	350	SH		SOLE		350	0	0
IAC INTERACTIVECORP NEW	COM	44891N109	6,928	36,589	SH		OTR	1	0	36,589	0
ICU MED INC	COM	44930G107	0	0	SH		SOLE		0	0	0
ICU MED INC	COM	44930G107	5,488	25,584	SH		OTR	1	0	25,584	0
IDEX CORP	COM	45167R104	2,194	11,015	SH		OTR	1	0	11,015	0
IDEX CORP	COM	45167R104	348	1,747	SH		SOLE		1,747	0	0
IDEXX LABS INC	COM	45168D104	891	1,783	SH		OTR	5	0	1,783	0
IDEXX LABS INC	COM	45168D104	1,054	2,109	SH		SOLE		2,109	0	0
IDEXX LABS INC	COM	45168D104	13,782	27,571	SH		OTR	1	0	27,571	0
IDT CORP	CL B NEW	448947507	127	10,300	SH		SOLE		10,300	0	0
IDT CORP	CL B NEW	448947507	536	43,400	SH		OTR	1	0	43,400	0
II-VI INC	COM	902104108	706	9,300	SH		SOLE		9,300	0	0
II-VI INC	COM	902104108	2,940	38,700	SH		OTR	1	0	38,700	0
II-VI INC	NOTE 0.250% 9/0	902104AB4	176	105,000	PRN		SOLE		105,000	0	0
ILLINOIS TOOL WKS INC	COM	452308109	9,951	48,807	SH		OTR	1	0	48,807	0
ILLINOIS TOOL WKS INC	COM	452308109	1,304	6,396	SH		SOLE		6,396	0	0
ILLUMINA INC	COM	452327109	7,860	21,244	SH		OTR	1	0	21,244	0
ILLUMINA INC	COM	452327109	1,180	3,188	SH		SOLE		3,188	0	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	94	64,000	PRN		OTR	4	0	64,000	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	6,687	4,576,000	PRN		DFND	1	0	4,576,000	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	2,651	1,808,000	PRN		SOLE		1,808,000	0	0
ILLUMINA INC	NOTE 8/1	452327AK5	23,264	20,459,000	PRN		OTR	1	0	20,459,000	0
ILLUMINA INC	NOTE 8/1	452327AK5	960	844,000	PRN		SOLE		844,000	0	0
INCYTE CORP	COM	45337C102	621	7,143	SH		OTR	5	0	7,143	0
INCYTE CORP	COM	45337C102	17,802	204,668	SH		OTR	1	0	204,668	0
INCYTE CORP	COM	45337C102	417	4,797	SH		SOLE		4,797	0	0
INDEPENDENT BK CORP MICH	COM NEW	453838609	301	16,300	SH		SOLE		16,300	0	0
INDEPENDENT BK CORP MICH	COM NEW	453838609	1,260	68,200	SH		OTR	1	0	68,200	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY INTRME	45409F827	0	0	SH		SOLE		0	0	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY INTRME	45409F827	22,350	836,150	SH		OTR	3	0	836,150	0
INDUSTRIAL LOGISTICS PPTYS T	COM SHS BEN INT	456237106	382	16,400	SH		SOLE		16,400	0	0
INDUSTRIAL LOGISTICS PPTYS T	COM SHS BEN INT	456237106	1,593	68,400	SH		OTR	1	0	68,400	0
INFINERA CORP	COM	45667G103	62	5,900	SH		SOLE		5,900	0	0
INFINERA CORP	COM	45667G103	284	27,100	SH		OTR	1	0	27,100	0
INFINERA CORP	NOTE 2.125% 9/0	45667GAC7	161	130,000	PRN		SOLE		130,000	0	0
INFUSYSTEM HLDGS INC	COM	45685K102	92	4,900	SH		SOLE		4,900	0	0
INFUSYSTEM HLDGS INC	COM	45685K102	404	21,500	SH		OTR	1	0	21,500	0
INGERSOLL RAND INC	COM	45687V106	2,464	54,089	SH		OTR	1	0	54,089	0
INGERSOLL RAND INC	COM	45687V106	347	7,617	SH		SOLE		7,617	0	0
INGEVITY CORP	COM	45688C107	878	11,600	SH		OTR	1	0	11,600	0
INGEVITY CORP	COM	45688C107	212	2,800	SH		SOLE		2,800	0	0
INGREDION INC	COM	457187102	11,510	146,310	SH		OTR	1	0	146,310	0
INGREDION INC	COM	457187102	204	2,587	SH		SOLE		2,587	0	0
INGREDION INC	COM	457187102	1,117	14,197	SH		OTR	5	0	14,197	0
INNOVATIVE INDL PPTYS INC	COM	45781V101	1,337	7,300	SH		OTR	1	0	7,300	0
INNOVATIVE INDL PPTYS INC	COM	45781V101	330	1,800	SH		SOLE		1,800	0	0
INNOVIVA INC	COM	45781M101	223	18,000	SH		SOLE		18,000	0	0
INNOVIVA INC	COM	45781M101	927	74,800	SH		OTR	1	0	74,800	0
INOVIO PHARMACEUTICALS INC	COM NEW	45773H201	208	23,500	SH		SOLE		23,500	0	0
INOVIO PHARMACEUTICALS INC	COM NEW	45773H201	866	97,900	SH		OTR	1	0	97,900	0
INPHI CORP	COM	45772F107	0	0	SH		SOLE		0	0	0
INPHI CORP	COM	45772F107	9,756	60,797	SH		OTR	1	0	60,797	0
INSIGHT ENTERPRISES INC	COM	45765U103	213	2,800	SH		OTR	1	0	2,800	0
INSIGHT ENTERPRISES INC	COM	45765U103	46	600	SH		SOLE		600	0	0
INSIGHT ENTERPRISES INC	NOTE 0.750% 2/1	45765UAB9	108	85,000	PRN		SOLE		85,000	0	0
INSMED INC	COM PAR $.01	457669307	471	14,154	SH		SOLE		14,154	0	0
INSMED INC	COM PAR $.01	457669307	1,948	58,526	SH		OTR	1	0	58,526	0
INSMED INC	NOTE 1.750% 1/1	457669AA7	107	95,000	PRN		SOLE		95,000	0	0
INSPERITY INC	COM	45778Q107	2,890	35,500	SH		OTR	1	0	35,500	0
INSPERITY INC	COM	45778Q107	692	8,500	SH		SOLE		8,500	0	0
INSPIRE MED SYS INC	COM	457730109	1,279	6,800	SH		OTR	1	0	6,800	0
INSPIRE MED SYS INC	COM	457730109	301	1,600	SH		SOLE		1,600	0	0
INSTEEL INDS INC	COM	45774W108	156	7,000	SH		SOLE		7,000	0	0
INSTEEL INDS INC	COM	45774W108	657	29,500	SH		OTR	1	0	29,500	0
INSULET CORP	NOTE 0.375% 9/0	45784PAK7	502	379,000	PRN		SOLE		379,000	0	0
INTEGER HLDGS CORP	COM	45826H109	50	619	SH		SOLE		619	0	0
INTEGER HLDGS CORP	COM	45826H109	217	2,674	SH		OTR	1	0	2,674	0
INTEL CORP	COM	458140100	5,043	101,229	SH		SOLE		101,229	0	0
INTEL CORP	COM	458140100	2,240	44,964	SH		OTR	5	0	44,964	0
INTEL CORP	COM	458140100	40,924	821,442	SH		OTR	1	0	821,442	0
INTERCEPT PHARMACEUTICALS IN	COM	45845P108	869	35,165	SH		OTR	1	0	35,165	0
INTERCEPT PHARMACEUTICALS IN	COM	45845P108	209	8,461	SH		SOLE		8,461	0	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	1,385	12,013	SH		SOLE		12,013	0	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	10,833	93,959	SH		OTR	1	0	93,959	0
INTERDIGITAL INC	COM	45867G101	388	6,400	SH		OTR	1	0	6,400	0
INTERDIGITAL INC	COM	45867G101	85	1,400	SH		SOLE		1,400	0	0
INTERDIGITAL INC	NOTE 2.000% 6/0	45867GAB7	7,780	7,360,000	PRN		OTR	1	0	7,360,000	0
INTERDIGITAL INC	NOTE 2.000% 6/0	45867GAB7	470	445,000	PRN		SOLE		445,000	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	17,729	140,840	SH		OTR	1	0	140,840	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	2,436	19,352	SH		SOLE		19,352	0	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	1,694	15,560	SH		OTR	1	0	15,560	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	255	2,340	SH		SOLE		2,340	0	0
INTERNATIONAL PAPER CO	COM	460146103	447	8,991	SH		SOLE		8,991	0	0
INTERNATIONAL PAPER CO	COM	460146103	8,445	169,844	SH		OTR	1	0	169,844	0
INTERPUBLIC GROUP COS INC	COM	460690100	276	11,742	SH		SOLE		11,742	0	0
INTERPUBLIC GROUP COS INC	COM	460690100	1,514	64,382	SH		OTR	1	0	64,382	0
INTRA CELLULAR THERAPIES INC	COM	46116X101	210	6,600	SH		OTR	1	0	6,600	0
INTRA CELLULAR THERAPIES INC	COM	46116X101	51	1,600	SH		SOLE		1,600	0	0
INTUIT	COM	461202103	17,077	44,958	SH		OTR	1	0	44,958	0
INTUIT	COM	461202103	2,229	5,868	SH		SOLE		5,868	0	0
INTUIT	COM	461202103	826	2,175	SH		OTR	5	0	2,175	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	2,108	2,577	SH		SOLE		2,577	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	14,115	17,253	SH		OTR	1	0	17,253	0
INVESCO ADVANTAGE MUN INCOME	SH BEN INT	46132E103	2,169	191,090	SH		SOLE		191,090	0	0
INVESCO MUN TR	COM	46131J103	631	49,201	SH		SOLE		49,201	0	0
INVESCO PA VALUE MUN INC TR	COM	46132K109	3,023	236,925	SH		SOLE		236,925	0	0
INVESCO PA VALUE MUN INC TR	COM	46132K109	875	68,544	SH		OTR	1	0	68,544	0
INVESCO QUALITY MUN INCOME T	COM	46133G107	4,477	343,339	SH		SOLE		343,339	0	0
INVESCO TR INVT GRADE MUNS	COM	46131M106	1,793	135,767	SH		SOLE		135,767	0	0
INVESTORS BANCORP INC NEW	COM	46146L101	706	66,900	SH		SOLE		66,900	0	0
INVESTORS BANCORP INC NEW	COM	46146L101	2,961	280,400	SH		OTR	1	0	280,400	0
INVITAE CORP	COM	46185L103	539	12,900	SH		SOLE		12,900	0	0
INVITAE CORP	COM	46185L103	2,266	54,200	SH		OTR	1	0	54,200	0
INVITAE CORP	NOTE 2.000% 9/0	46185LAB9	192	120,000	PRN		SOLE		120,000	0	0
INVITATION HOMES INC	COM	46187W107	2,397	80,704	SH		OTR	1	0	80,704	0
INVITATION HOMES INC	COM	46187W107	50	1,700	SH		SOLE		1,700	0	0
IPG PHOTONICS CORP	COM	44980X109	158	708	SH		SOLE		708	0	0
IPG PHOTONICS CORP	COM	44980X109	1,185	5,297	SH		OTR	1	0	5,297	0
IQVIA HLDGS INC	COM	46266C105	1,414	7,893	SH		OTR	5	0	7,893	0
IQVIA HLDGS INC	COM	46266C105	30,764	171,705	SH		OTR	1	0	171,705	0
IQVIA HLDGS INC	COM	46266C105	1,097	6,121	SH		SOLE		6,121	0	0
IRHYTHM TECHNOLOGIES INC	COM	450056106	973	4,100	SH		OTR	1	0	4,100	0
IRHYTHM TECHNOLOGIES INC	COM	450056106	237	1,000	SH		SOLE		1,000	0	0
IRON MTN INC NEW	COM	46284V101	1,236	41,933	SH		OTR	1	0	41,933	0
IRON MTN INC NEW	COM	46284V101	162	5,481	SH		SOLE		5,481	0	0
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	1,696	148,924	SH		OTR	1	0	148,924	0
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	403	35,367	SH		SOLE		35,367	0	0
IRONWOOD PHARMACEUTICALS INC	DBCV 2.250% 6/1	46333XAD0	119	110,000	PRN		SOLE		110,000	0	0
IRONWOOD PHARMACEUTICALS INC	NOTE 0.750% 6/1	46333XAF5	134	120,000	PRN		SOLE		120,000	0	0
ISHARES GOLD TRUST	ISHARES	464285105	0	0	SH		SOLE		0	0	0
ISHARES GOLD TRUST	ISHARES	464285105	33,704	1,859,000	SH		OTR	1	0	1,859,000	0
ISHARES TR	CORE MSCI EAFE	46432F842	2,791	40,397	SH		OTR	1	0	40,397	0
ISHARES TR	CORE MSCI EAFE	46432F842	0	0	SH		SOLE		0	0	0
ISHARES TR	IBOXX HI YD ETF	464288513	169	1,940	SH		SOLE		1,940	0	0
ISHARES TR	IBOXX HI YD ETF	464288513	10,913	125,000	SH		OTR	1	0	125,000	0
ISHARES TR	MSCI ACWI ETF	464288257	268	2,950	SH		SOLE		2,950	0	0
ISHARES TR	MSCI EAFE ETF	464287465	2,776	38,053	SH		OTR	1	0	38,053	0
ISHARES TR	MSCI EAFE ETF	464287465	0	0	SH		SOLE		0	0	0
ISHARES TR	MSCI SAUDI ARBIA	46434V423	1,857	59,696	SH		OTR	1	0	59,696	0
ISHARES TR	MSCI SAUDI ARBIA	46434V423	0	0	SH		SOLE		0	0	0
ISHARES TR	RUS 1000 GRW ETF	464287614	0	0	SH		SOLE		0	0	0
ISHARES TR	RUS 1000 GRW ETF	464287614	23,752	98,497	SH		OTR	1	0	98,497	0
ISHARES TR	RUS MID CAP ETF	464287499	10,457	152,551	SH		OTR	1	0	152,551	0
ISHARES TR	RUS MID CAP ETF	464287499	0	0	SH		SOLE		0	0	0
ISHARES TR	RUSSELL 2000 ETF	464287655	709	3,617	SH		SOLE		3,617	0	0
ISHARES TR	RUSSELL 2000 ETF	464287655	9,091	46,368	SH		OTR	1	0	46,368	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	3,190	2,952,000	PRN		DFND	1	0	2,952,000	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	24,722	22,826,000	PRN		OTR	1	0	22,826,000	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	46	43,000	PRN		OTR	4	0	43,000	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	2,439	2,252,000	PRN		SOLE		2,252,000	0	0
ITT INC	COM	45073V108	205	2,666	SH		OTR	1	0	2,666	0
ITT INC	COM	45073V108	0	0	SH		SOLE		0	0	0
J2 GLOBAL INC	COM	48123V102	694	7,100	SH		SOLE		7,100	0	0
J2 GLOBAL INC	COM	48123V102	2,892	29,600	SH		OTR	1	0	29,600	0
J2 GLOBAL INC	NOTE 3.250% 6/1	48123VAC6	154	105,000	PRN		SOLE		105,000	0	0
JABIL INC	COM	466313103	19,370	455,433	SH		OTR	1	0	455,433	0
JABIL INC	COM	466313103	1,134	26,671	SH		OTR	5	0	26,671	0
JABIL INC	COM	466313103	249	5,849	SH		SOLE		5,849	0	0
JACK IN THE BOX INC	COM	466367109	1,735	18,700	SH		OTR	1	0	18,700	0
JACK IN THE BOX INC	COM	466367109	418	4,500	SH		SOLE		4,500	0	0
JACOBS ENGR GROUP INC	COM	469814107	2,055	18,862	SH		OTR	1	0	18,862	0
JACOBS ENGR GROUP INC	COM	469814107	325	2,979	SH		SOLE		2,979	0	0
JAZZ INVESTMENTS I LTD	NOTE 1.875% 8/1	472145AB7	221	215,000	PRN		SOLE		215,000	0	0
JD.COM INC	SPON ADR CL A	47215P106	281	3,200	SH		SOLE		3,200	0	0
JD.COM INC	SPON ADR CL A	47215P106	2,132	24,252	SH		OTR	1	0	24,252	0
JD.COM INC	SPON ADR CL A	47215P106	3	35	SH		DFND	1	0	35	0
JEFFERIES FINL GROUP INC	COM	47233W109	3,915	159,145	SH		OTR	1	0	159,145	0
JEFFERIES FINL GROUP INC	COM	47233W109	154	6,250	SH		OTR	5	0	6,250	0
JEFFERIES FINL GROUP INC	COM	47233W109	178	7,246	SH		SOLE		7,246	0	0
JELD-WEN HLDG INC	COM	47580P103	2,653	104,600	SH		OTR	1	0	104,600	0
JELD-WEN HLDG INC	COM	47580P103	637	25,100	SH		SOLE		25,100	0	0
JOHNSON & JOHNSON	COM	478160104	4,476	28,443	SH		OTR	5	0	28,443	0
JOHNSON & JOHNSON	COM	478160104	9,845	62,556	SH		SOLE		62,556	0	0
JOHNSON & JOHNSON	COM	478160104	79,394	504,473	SH		OTR	1	0	504,473	0
JOHNSON OUTDOORS INC	CL A	479167108	304	2,700	SH		OTR	1	0	2,700	0
JOHNSON OUTDOORS INC	CL A	479167108	68	600	SH		SOLE		600	0	0
JONES LANG LASALLE INC	COM	48020Q107	0	0	SH		SOLE		0	0	0
JONES LANG LASALLE INC	COM	48020Q107	385	2,594	SH		OTR	1	0	2,594	0
JPMORGAN CHASE & CO	COM	46625H100	1,949	15,335	SH		OTR	5	0	15,335	0
JPMORGAN CHASE & CO	COM	46625H100	8,519	67,040	SH		SOLE		67,040	0	0
JPMORGAN CHASE & CO	COM	46625H100	64,086	504,335	SH		OTR	1	0	504,335	0
JUNIPER NETWORKS INC	COM	48203R104	1,080	47,981	SH		OTR	1	0	47,981	0
JUNIPER NETWORKS INC	COM	48203R104	142	6,290	SH		SOLE		6,290	0	0
KADMON HLDGS INC	COM	48283N106	310	74,700	SH		SOLE		74,700	0	0
KADMON HLDGS INC	COM	48283N106	1,294	311,700	SH		OTR	1	0	311,700	0
KAISER ALUMINUM CORP	COM PAR $0.01	483007704	2,364	23,900	SH		OTR	1	0	23,900	0
KAISER ALUMINUM CORP	COM PAR $0.01	483007704	574	5,800	SH		SOLE		5,800	0	0
KANSAS CITY SOUTHERN	COM NEW	485170302	2,780	13,619	SH		OTR	1	0	13,619	0
KANSAS CITY SOUTHERN	COM NEW	485170302	446	2,184	SH		SOLE		2,184	0	0
KARYOPHARM THERAPEUTICS INC	NOTE 3.000%10/1	48576UAA4	117	93,000	PRN		SOLE		93,000	0	0
KB HOME	COM	48666K109	64	1,900	SH		SOLE		1,900	0	0
KB HOME	COM	48666K109	261	7,800	SH		OTR	1	0	7,800	0
KE HLDGS INC	SPONSORED ADS	482497104	0	0	SH		SOLE		0	0	0
KE HLDGS INC	SPONSORED ADS	482497104	289	4,700	SH		OTR	1	0	4,700	0
KELLOGG CO	COM	487836108	356	5,726	SH		SOLE		5,726	0	0
KELLOGG CO	COM	487836108	2,303	37,010	SH		OTR	1	0	37,010	0
KELLY SVCS INC	CL A	488152208	1,063	51,700	SH		OTR	1	0	51,700	0
KELLY SVCS INC	CL A	488152208	249	12,100	SH		SOLE		12,100	0	0
KEURIG DR PEPPER INC	COM	49271V100	1,396	43,626	SH		OTR	1	0	43,626	0
KEURIG DR PEPPER INC	COM	49271V100	96	3,000	SH		SOLE		3,000	0	0
KEYCORP	COM	493267108	2,332	142,088	SH		OTR	1	0	142,088	0
KEYCORP	COM	493267108	358	21,802	SH		SOLE		21,802	0	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	3,562	26,965	SH		OTR	1	0	26,965	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	546	4,136	SH		SOLE		4,136	0	0
KFORCE INC	COM	493732101	2,601	61,800	SH		OTR	1	0	61,800	0
KFORCE INC	COM	493732101	619	14,700	SH		SOLE		14,700	0	0
KIMBALL ELECTRONICS INC	COM	49428J109	1,589	99,400	SH		OTR	1	0	99,400	0
KIMBALL ELECTRONICS INC	COM	49428J109	377	23,600	SH		SOLE		23,600	0	0
KIMBERLY-CLARK CORP	COM	494368103	1,100	8,160	SH		SOLE		8,160	0	0
KIMBERLY-CLARK CORP	COM	494368103	1,289	9,558	SH		OTR	5	0	9,558	0
KIMBERLY-CLARK CORP	COM	494368103	12,200	90,481	SH		OTR	1	0	90,481	0
KIMCO RLTY CORP	COM	49446R109	945	62,934	SH		OTR	1	0	62,934	0
KIMCO RLTY CORP	COM	49446R109	124	8,269	SH		SOLE		8,269	0	0
KINDER MORGAN INC DEL	COM	49456B101	6,376	466,446	SH		OTR	1	0	466,446	0
KINDER MORGAN INC DEL	COM	49456B101	579	42,352	SH		SOLE		42,352	0	0
KLA CORP	COM NEW	482480100	892	3,445	SH		SOLE		3,445	0	0
KLA CORP	COM NEW	482480100	10,972	42,379	SH		OTR	1	0	42,379	0
KNIGHT-SWIFT TRANSN HLDGS IN	CL A	499049104	7,439	177,874	SH		OTR	1	0	177,874	0
KNIGHT-SWIFT TRANSN HLDGS IN	CL A	499049104	62	1,488	SH		SOLE		1,488	0	0
KODIAK SCIENCES INC	COM	50015M109	573	3,900	SH		SOLE		3,900	0	0
KODIAK SCIENCES INC	COM	50015M109	2,424	16,500	SH		OTR	1	0	16,500	0
KOHLS CORP	COM	500255104	3,974	97,653	SH		OTR	1	0	97,653	0
KOHLS CORP	COM	500255104	174	4,288	SH		SOLE		4,288	0	0
KOPPERS HOLDINGS INC	COM	50060P106	259	8,300	SH		SOLE		8,300	0	0
KOPPERS HOLDINGS INC	COM	50060P106	1,066	34,200	SH		OTR	1	0	34,200	0
KORN FERRY	COM NEW	500643200	2,075	47,700	SH		OTR	1	0	47,700	0
KORN FERRY	COM NEW	500643200	492	11,300	SH		SOLE		11,300	0	0
KRAFT HEINZ CO	COM	500754106	4,432	127,862	SH		OTR	1	0	127,862	0
KRAFT HEINZ CO	COM	500754106	497	14,327	SH		SOLE		14,327	0	0
KRATON CORPORATION	COM	50077C106	1,267	45,600	SH		OTR	1	0	45,600	0
KRATON CORPORATION	COM	50077C106	306	11,000	SH		SOLE		11,000	0	0
KROGER CO	COM	501044101	838	26,370	SH		SOLE		26,370	0	0
KROGER CO	COM	501044101	16,685	525,352	SH		OTR	1	0	525,352	0
KROGER CO	COM	501044101	1,188	37,416	SH		OTR	5	0	37,416	0
L BRANDS INC	COM	501797104	248	6,676	SH		SOLE		6,676	0	0
L BRANDS INC	COM	501797104	9,687	260,484	SH		OTR	1	0	260,484	0
L BRANDS INC	COM	501797104	1,150	30,930	SH		OTR	5	0	30,930	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	871	4,610	SH		SOLE		4,610	0	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	6,971	36,882	SH		OTR	1	0	36,882	0
LA Z BOY INC	COM	505336107	1,697	42,600	SH		OTR	1	0	42,600	0
LA Z BOY INC	COM	505336107	402	10,100	SH		SOLE		10,100	0	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	9,585	47,087	SH		OTR	1	0	47,087	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	439	2,156	SH		SOLE		2,156	0	0
LAKELAND BANCORP INC	COM	511637100	933	73,500	SH		OTR	1	0	73,500	0
LAKELAND BANCORP INC	COM	511637100	218	17,200	SH		SOLE		17,200	0	0
LAM RESEARCH CORP	COM	512807108	1,619	3,428	SH		SOLE		3,428	0	0
LAM RESEARCH CORP	COM	512807108	26,641	56,411	SH		OTR	1	0	56,411	0
LAM RESEARCH CORP	COM	512807108	1,503	3,182	SH		OTR	5	0	3,182	0
LAMB WESTON HLDGS INC	COM	513272104	267	3,394	SH		SOLE		3,394	0	0
LAMB WESTON HLDGS INC	COM	513272104	1,677	21,294	SH		OTR	1	0	21,294	0
LANDSTAR SYS INC	COM	515098101	1,412	10,488	SH		OTR	1	0	10,488	0
LANDSTAR SYS INC	COM	515098101	0	0	SH		SOLE		0	0	0
LANTHEUS HLDGS INC	COM	516544103	197	14,600	SH		SOLE		14,600	0	0
LANTHEUS HLDGS INC	COM	516544103	812	60,200	SH		OTR	1	0	60,200	0
LAS VEGAS SANDS CORP	COM	517834107	445	7,465	SH		SOLE		7,465	0	0
LAS VEGAS SANDS CORP	COM	517834107	4,043	67,831	SH		OTR	1	0	67,831	0
LATTICE SEMICONDUCTOR CORP	COM	518415104	939	20,500	SH		OTR	1	0	20,500	0
LATTICE SEMICONDUCTOR CORP	COM	518415104	225	4,900	SH		SOLE		4,900	0	0
LAUDER ESTEE COS INC	CL A	518439104	10,398	39,062	SH		OTR	1	0	39,062	0
LAUDER ESTEE COS INC	CL A	518439104	1,297	4,872	SH		SOLE		4,872	0	0
LCI INDS	COM	50189K103	324	2,500	SH		SOLE		2,500	0	0
LCI INDS	COM	50189K103	1,362	10,500	SH		OTR	1	0	10,500	0
LEGGETT & PLATT INC	COM	524660107	112	2,534	SH		SOLE		2,534	0	0
LEGGETT & PLATT INC	COM	524660107	854	19,280	SH		OTR	1	0	19,280	0
LEIDOS HOLDINGS INC	COM	525327102	383	3,647	SH		SOLE		3,647	0	0
LEIDOS HOLDINGS INC	COM	525327102	12,279	116,807	SH		OTR	1	0	116,807	0
LEIDOS HOLDINGS INC	COM	525327102	854	8,121	SH		OTR	5	0	8,121	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	2,582	1,828,000	PRN		DFND	1	0	1,828,000	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	38	27,000	PRN		OTR	4	0	27,000	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	1,232	869,000	PRN		SOLE		869,000	0	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	11,953	8,431,000	PRN		OTR	1	0	8,431,000	0
LENNAR CORP	CL A	526057104	6,536	85,747	SH		OTR	1	0	85,747	0
LENNAR CORP	CL A	526057104	476	6,250	SH		SOLE		6,250	0	0
LENNAR CORP	CL B	526057302	0	0	SH		SOLE		0	0	0
LENNAR CORP	CL B	526057302	3,898	63,697	SH		OTR	1	0	63,697	0
LEXICON PHARMACEUTICALS INC	NOTE 5.250%12/0	528872AB0	26	30,000	PRN		SOLE		30,000	0	0
LEXINGTON REALTY TRUST	COM	529043101	510	48,000	SH		SOLE		48,000	0	0
LEXINGTON REALTY TRUST	COM	529043101	2,122	199,851	SH		OTR	1	0	199,851	0
LHC GROUP INC	COM	50187A107	2,240	10,500	SH		OTR	1	0	10,500	0
LHC GROUP INC	COM	50187A107	533	2,500	SH		SOLE		2,500	0	0
LIBERTY MEDIA CORP DEL	DEB 2.250% 9/3	531229AE2	55	115,000	PRN		SOLE		115,000	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.000% 1/3	531229AF9	20,592	16,105,000	PRN		OTR	1	0	16,105,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.000% 1/3	531229AF9	1,284	1,004,000	PRN		SOLE		1,004,000	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	5,934	4,695,000	PRN		DFND	1	0	4,695,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	21,392	16,857,000	PRN		OTR	1	0	16,857,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	85	67,000	PRN		OTR	4	0	67,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	1,764	1,390,000	PRN		SOLE		1,390,000	0	0
LIFE STORAGE INC	COM	53223X107	820	6,866	SH		OTR	1	0	6,866	0
LIFE STORAGE INC	COM	53223X107	0	0	SH		SOLE		0	0	0
LIFETIME BRANDS INC	COM	53222Q103	128	8,400	SH		OTR	1	0	8,400	0
LIFETIME BRANDS INC	COM	53222Q103	30	2,000	SH		SOLE		2,000	0	0
LIFEVANTAGE CORP	COM NEW	53222K205	110	11,800	SH		OTR	1	0	11,800	0
LIFEVANTAGE CORP	COM NEW	53222K205	26	2,800	SH		SOLE		2,800	0	0
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	288	2,894	SH		SOLE		2,894	0	0
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	1,204	12,110	SH		OTR	1	0	12,110	0
LILLY ELI & CO	COM	532457108	3,021	17,892	SH		SOLE		17,892	0	0
LILLY ELI & CO	COM	532457108	28,689	169,918	SH		OTR	1	0	169,918	0
LILLY ELI & CO	COM	532457108	512	3,030	SH		OTR	5	0	3,030	0
LIMELIGHT NETWORKS INC	COM	53261M104	11	2,800	SH		SOLE		2,800	0	0
LIMELIGHT NETWORKS INC	COM	53261M104	50	12,500	SH		OTR	1	0	12,500	0
LINCOLN NATL CORP IND	COM	534187109	2,074	41,234	SH		OTR	1	0	41,234	0
LINCOLN NATL CORP IND	COM	534187109	337	6,704	SH		SOLE		6,704	0	0
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	13,160	1,267,870	SH		OTR	1	0	1,267,870	0
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	191	18,420	SH		SOLE		18,420	0	0
LIQUIDITY SERVICES INC	COM	53635B107	469	29,500	SH		OTR	1	0	29,500	0
LIQUIDITY SERVICES INC	COM	53635B107	111	7,000	SH		SOLE		7,000	0	0
LITHIA MTRS INC	CL A	536797103	76	259	SH		OTR	5	0	259	0
LITHIA MTRS INC	CL A	536797103	825	2,819	SH		SOLE		2,819	0	0
LITHIA MTRS INC	CL A	536797103	3,632	12,410	SH		OTR	1	0	12,410	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	245	3,333	SH		SOLE		3,333	0	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	1,529	20,805	SH		OTR	1	0	20,805	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	1,342	1,036,000	PRN		SOLE		1,036,000	0	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	14,606	11,272,000	PRN		OTR	1	0	11,272,000	0
LIVENT CORP	COM	53814L108	58	3,100	SH		SOLE		3,100	0	0
LIVENT CORP	COM	53814L108	245	13,000	SH		OTR	1	0	13,000	0
LIVEPERSON INC	COM	538146101	131	2,100	SH		SOLE		2,100	0	0
LIVEPERSON INC	COM	538146101	541	8,700	SH		OTR	1	0	8,700	0
LKQ CORP	COM	501889208	188	5,344	SH		SOLE		5,344	0	0
LKQ CORP	COM	501889208	8,436	239,396	SH		OTR	1	0	239,396	0
LOCKHEED MARTIN CORP	COM	539830109	559	1,574	SH		OTR	5	0	1,574	0
LOCKHEED MARTIN CORP	COM	539830109	1,939	5,463	SH		SOLE		5,463	0	0
LOCKHEED MARTIN CORP	COM	539830109	14,813	41,730	SH		OTR	1	0	41,730	0
LOEWS CORP	COM	540424108	1,531	33,998	SH		OTR	1	0	33,998	0
LOEWS CORP	COM	540424108	232	5,160	SH		SOLE		5,160	0	0
LOUISIANA PAC CORP	COM	546347105	1,450	39,000	SH		OTR	1	0	39,000	0
LOUISIANA PAC CORP	COM	546347105	346	9,300	SH		SOLE		9,300	0	0
LOWES COS INC	COM	548661107	2,818	17,558	SH		SOLE		17,558	0	0
LOWES COS INC	COM	548661107	1,187	7,395	SH		OTR	5	0	7,395	0
LOWES COS INC	COM	548661107	38,698	241,097	SH		OTR	1	0	241,097	0
LPL FINL HLDGS INC	COM	50212V100	171	1,641	SH		SOLE		1,641	0	0
LPL FINL HLDGS INC	COM	50212V100	16,454	157,882	SH		OTR	1	0	157,882	0
LSI INDS INC	COM	50216C108	112	13,100	SH		SOLE		13,100	0	0
LSI INDS INC	COM	50216C108	474	55,400	SH		OTR	1	0	55,400	0
LTC PPTYS INC	COM	502175102	1,241	31,900	SH		OTR	1	0	31,900	0
LTC PPTYS INC	COM	502175102	296	7,600	SH		SOLE		7,600	0	0
LUMEN TECHNOLOGIES INC	COM	156700106	184	18,838	SH		SOLE		18,838	0	0
LUMEN TECHNOLOGIES INC	COM	156700106	1,401	143,682	SH		OTR	1	0	143,682	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	183	111,000	PRN		OTR	4	0	111,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	62,963	38,120,000	PRN		OTR	1	0	38,120,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	5,394	3,266,000	PRN		SOLE		3,266,000	0	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	12,638	7,663,000	PRN		DFND	1	0	7,663,000	0
LUTHER BURBANK CORP	COM	550550107	48	4,900	SH		SOLE		4,900	0	0
LUTHER BURBANK CORP	COM	550550107	244	24,936	SH		OTR	1	0	24,936	0
LYDALL INC DEL	COM	550819106	294	9,800	SH		SOLE		9,800	0	0
LYDALL INC DEL	COM	550819106	1,240	41,300	SH		OTR	1	0	41,300	0
M & T BK CORP	COM	55261F104	2,376	18,668	SH		OTR	1	0	18,668	0
M & T BK CORP	COM	55261F104	363	2,850	SH		SOLE		2,850	0	0
M D C HLDGS INC	COM	552676108	1,098	22,600	SH		OTR	1	0	22,600	0
M D C HLDGS INC	COM	552676108	267	5,500	SH		SOLE		5,500	0	0
M/I HOMES INC	COM	55305B101	2,347	53,000	SH		OTR	1	0	53,000	0
M/I HOMES INC	COM	55305B101	567	12,800	SH		SOLE		12,800	0	0
MACATAWA BK CORP	COM	554225102	187	22,400	SH		OTR	1	0	22,400	0
MACATAWA BK CORP	COM	554225102	45	5,400	SH		SOLE		5,400	0	0
MACERICH CO	COM	554382101	172	16,100	SH		OTR	1	0	16,100	0
MACERICH CO	COM	554382101	41	3,800	SH		SOLE		3,800	0	0
MACOM TECH SOLUTIONS HLDGS I	COM	55405Y100	303	5,500	SH		OTR	1	0	5,500	0
MACOM TECH SOLUTIONS HLDGS I	COM	55405Y100	77	1,400	SH		SOLE		1,400	0	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.000%10/0	55608BAB1	344	345,000	PRN		SOLE		345,000	0	0
MADRIGAL PHARMACEUTICALS INC	COM	558868105	218	1,961	SH		SOLE		1,961	0	0
MADRIGAL PHARMACEUTICALS INC	COM	558868105	863	7,767	SH		OTR	1	0	7,767	0
MAGELLAN HEALTH INC	COM NEW	559079207	364	4,400	SH		SOLE		4,400	0	0
MAGELLAN HEALTH INC	COM NEW	559079207	1,508	18,200	SH		OTR	1	0	18,200	0
MAGNITE INC	COM	55955D100	1,241	40,400	SH		OTR	1	0	40,400	0
MAGNITE INC	COM	55955D100	292	9,500	SH		SOLE		9,500	0	0
MALIBU BOATS INC	COM CL A	56117J100	169	2,700	SH		SOLE		2,700	0	0
MALIBU BOATS INC	COM CL A	56117J100	699	11,200	SH		OTR	1	0	11,200	0
MANHATTAN ASSOCS INC	COM	562750109	0	0	SH		SOLE		0	0	0
MANHATTAN ASSOCS INC	COM	562750109	888	8,443	SH		OTR	1	0	8,443	0
MANITOWOC CO INC	COM NEW	563571405	89	6,700	SH		SOLE		6,700	0	0
MANITOWOC CO INC	COM NEW	563571405	383	28,800	SH		OTR	1	0	28,800	0
MANPOWERGROUP INC	COM	56418H100	19,794	219,489	SH		OTR	1	0	219,489	0
MANPOWERGROUP INC	COM	56418H100	1,113	12,341	SH		OTR	5	0	12,341	0
MANPOWERGROUP INC	COM	56418H100	268	2,976	SH		SOLE		2,976	0	0
MANTECH INTL CORP	CL A	564563104	178	2,000	SH		SOLE		2,000	0	0
MANTECH INTL CORP	CL A	564563104	819	9,210	SH		OTR	1	0	9,210	0
MARATHON OIL CORP	COM	565849106	766	114,862	SH		OTR	1	0	114,862	0
MARATHON OIL CORP	COM	565849106	101	15,089	SH		SOLE		15,089	0	0
MARATHON PETE CORP	COM	56585A102	3,916	94,678	SH		OTR	1	0	94,678	0
MARATHON PETE CORP	COM	56585A102	592	14,310	SH		SOLE		14,310	0	0
MARINEMAX INC	COM	567908108	396	11,300	SH		SOLE		11,300	0	0
MARINEMAX INC	COM	567908108	1,653	47,200	SH		OTR	1	0	47,200	0
MARKETAXESS HLDGS INC	COM	57060D108	471	825	SH		SOLE		825	0	0
MARKETAXESS HLDGS INC	COM	57060D108	3,152	5,525	SH		OTR	1	0	5,525	0
MARLIN BUSINESS SVCS CORP	COM	571157106	147	12,000	SH		OTR	1	0	12,000	0
MARLIN BUSINESS SVCS CORP	COM	571157106	34	2,800	SH		SOLE		2,800	0	0
MARRIOTT INTL INC NEW	CL A	571903202	775	5,878	SH		SOLE		5,878	0	0
MARRIOTT INTL INC NEW	CL A	571903202	6,540	49,574	SH		OTR	1	0	49,574	0
MARRIOTT VACTINS WORLDWID CO	NOTE 1.500% 9/1	57164YAB3	52	46,000	PRN		OTR	4	0	46,000	0
MARRIOTT VACTINS WORLDWID CO	NOTE 1.500% 9/1	57164YAB3	3,526	3,115,000	PRN		DFND	1	0	3,115,000	0
MARSH & MCLENNAN COS INC	COM	571748102	10,052	85,917	SH		OTR	1	0	85,917	0
MARSH & MCLENNAN COS INC	COM	571748102	1,273	10,879	SH		SOLE		10,879	0	0
MARTIN MARIETTA MATLS INC	COM	573284106	394	1,389	SH		SOLE		1,389	0	0
MARTIN MARIETTA MATLS INC	COM	573284106	2,573	9,062	SH		OTR	1	0	9,062	0
MASCO CORP	COM	574599106	1,215	22,113	SH		OTR	5	0	22,113	0
MASCO CORP	COM	574599106	12,303	223,974	SH		OTR	1	0	223,974	0
MASCO CORP	COM	574599106	434	7,910	SH		SOLE		7,910	0	0
MASONITE INTL CORP	COM	575385109	738	7,500	SH		SOLE		7,500	0	0
MASONITE INTL CORP	COM	575385109	3,078	31,300	SH		OTR	1	0	31,300	0
MASTECH DIGITAL INC	COM	57633B100	226	14,200	SH		OTR	1	0	14,200	0
MASTECH DIGITAL INC	COM	57633B100	56	3,500	SH		SOLE		3,500	0	0
MASTERCARD INCORPORATED	CL A	57636Q104	80,543	225,648	SH		OTR	1	0	225,648	0
MASTERCARD INCORPORATED	CL A	57636Q104	7,258	20,334	SH		SOLE		20,334	0	0
MASTERCARD INCORPORATED	CL A	57636Q104	2,518	7,054	SH		OTR	5	0	7,054	0
MASTERCRAFT BOAT HLDGS INC	COM	57637H103	2,350	94,600	SH		OTR	1	0	94,600	0
MASTERCRAFT BOAT HLDGS INC	COM	57637H103	564	22,700	SH		SOLE		22,700	0	0
MATSON INC	COM	57686G105	3,287	57,700	SH		OTR	1	0	57,700	0
MATSON INC	COM	57686G105	792	13,900	SH		SOLE		13,900	0	0
MAXAR TECHNOLOGIES INC	COM	57778K105	66	1,700	SH		SOLE		1,700	0	0
MAXAR TECHNOLOGIES INC	COM	57778K105	270	7,000	SH		OTR	1	0	7,000	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	3,448	38,895	SH		OTR	1	0	38,895	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	523	5,901	SH		SOLE		5,901	0	0
MAXIMUS INC	COM	577933104	829	11,322	SH		OTR	5	0	11,322	0
MAXIMUS INC	COM	577933104	279	3,815	SH		SOLE		3,815	0	0
MAXIMUS INC	COM	577933104	3,446	47,083	SH		OTR	1	0	47,083	0
MAXLINEAR INC	COM	57776J100	409	10,700	SH		OTR	1	0	10,700	0
MAXLINEAR INC	COM	57776J100	95	2,500	SH		SOLE		2,500	0	0
MCAFEE CORP	COM CL A	579063108	598	35,814	SH		OTR	1	0	35,814	0
MCAFEE CORP	COM CL A	579063108	0	0	SH		SOLE		0	0	0
MCCORMICK & CO INC	COM NON VTG	579780206	3,459	36,187	SH		OTR	1	0	36,187	0
MCCORMICK & CO INC	COM NON VTG	579780206	529	5,537	SH		SOLE		5,537	0	0
MCDONALDS CORP	COM	580135101	3,580	16,685	SH		SOLE		16,685	0	0
MCDONALDS CORP	COM	580135101	25,593	119,269	SH		OTR	1	0	119,269	0
MCDONALDS CORP	COM	580135101	141	658	SH		OTR	5	0	658	0
MCGRATH RENTCORP	COM	580589109	839	12,500	SH		OTR	1	0	12,500	0
MCGRATH RENTCORP	COM	580589109	201	3,000	SH		SOLE		3,000	0	0
MCKESSON CORP	COM	58155Q103	1,362	7,834	SH		OTR	5	0	7,834	0
MCKESSON CORP	COM	58155Q103	28,342	162,961	SH		OTR	1	0	162,961	0
MCKESSON CORP	COM	58155Q103	861	4,948	SH		SOLE		4,948	0	0
MDU RES GROUP INC	COM	552690109	5,679	215,609	SH		OTR	1	0	215,609	0
MDU RES GROUP INC	COM	552690109	162	6,169	SH		SOLE		6,169	0	0
MEDICAL PPTYS TRUST INC	COM	58463J304	631	28,949	SH		OTR	1	0	28,949	0
MEDICAL PPTYS TRUST INC	COM	58463J304	31	1,400	SH		SOLE		1,400	0	0
MEDIFAST INC	COM	58470H101	3,161	16,100	SH		OTR	1	0	16,100	0
MEDIFAST INC	COM	58470H101	746	3,800	SH		SOLE		3,800	0	0
MEDPACE HLDGS INC	COM	58506Q109	3,744	26,900	SH		OTR	1	0	26,900	0
MEDPACE HLDGS INC	COM	58506Q109	891	6,400	SH		SOLE		6,400	0	0
MERCADOLIBRE INC	COM	58733R102	335	200	SH		SOLE		200	0	0
MERCANTILE BANK CORP	COM	587376104	288	10,600	SH		OTR	1	0	10,600	0
MERCANTILE BANK CORP	COM	587376104	82	3,000	SH		SOLE		3,000	0	0
MERCHANTS BANCORP IND	COM	58844R108	2,034	73,600	SH		OTR	1	0	73,600	0
MERCHANTS BANCORP IND	COM	58844R108	489	17,700	SH		SOLE		17,700	0	0
MERCK & CO. INC	COM	58933Y105	48,443	592,208	SH		OTR	1	0	592,208	0
MERCK & CO. INC	COM	58933Y105	5,053	61,775	SH		SOLE		61,775	0	0
MERCK & CO. INC	COM	58933Y105	2,748	33,594	SH		OTR	5	0	33,594	0
MERIDIAN BANCORP INC MD	COM	58958U103	1,989	133,400	SH		OTR	1	0	133,400	0
MERIDIAN BANCORP INC MD	COM	58958U103	471	31,600	SH		SOLE		31,600	0	0
MERIDIAN BIOSCIENCE INC	COM	589584101	2,547	136,300	SH		OTR	1	0	136,300	0
MERIDIAN BIOSCIENCE INC	COM	589584101	607	32,500	SH		SOLE		32,500	0	0
MERIT MED SYS INC	COM	589889104	661	11,900	SH		SOLE		11,900	0	0
MERIT MED SYS INC	COM	589889104	2,759	49,700	SH		OTR	1	0	49,700	0
MERITAGE HOMES CORP	COM	59001A102	654	7,900	SH		SOLE		7,900	0	0
MERITAGE HOMES CORP	COM	59001A102	2,708	32,700	SH		OTR	1	0	32,700	0
MERITOR INC	COM	59001K100	387	13,860	SH		SOLE		13,860	0	0
MERITOR INC	COM	59001K100	1,611	57,730	SH		OTR	1	0	57,730	0
METHODE ELECTRS INC	COM	591520200	264	6,900	SH		SOLE		6,900	0	0
METHODE ELECTRS INC	COM	591520200	1,106	28,900	SH		OTR	1	0	28,900	0
METLIFE INC	COM	59156R108	6,991	148,901	SH		OTR	1	0	148,901	0
METLIFE INC	COM	59156R108	821	17,497	SH		SOLE		17,497	0	0
METROPOLITAN BK HLDG CORP	COM	591774104	1,248	34,403	SH		OTR	1	0	34,403	0
METROPOLITAN BK HLDG CORP	COM	591774104	297	8,179	SH		SOLE		8,179	0	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	631	554	SH		SOLE		554	0	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	3,948	3,464	SH		OTR	1	0	3,464	0
MFA FINL INC	COM	55272X102	98	25,300	SH		OTR	1	0	25,300	0
MFA FINL INC	COM	55272X102	24	6,200	SH		SOLE		6,200	0	0
MFS MUN INCOME TR	SH BEN INT	552738106	2,225	333,155	SH		SOLE		333,155	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	303	9,619	SH		SOLE		9,619	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	1,880	59,656	SH		OTR	1	0	59,656	0
MICHAELS COS INC	COM	59408Q106	315	24,200	SH		OTR	1	0	24,200	0
MICHAELS COS INC	COM	59408Q106	74	5,700	SH		SOLE		5,700	0	0
MICROCHIP TECHNOLOGY INC.	COM	595017104	783	5,667	SH		SOLE		5,667	0	0
MICROCHIP TECHNOLOGY INC.	COM	595017104	6,748	48,863	SH		OTR	1	0	48,863	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AF1	3,708	1,831,000	PRN		SOLE		1,831,000	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AD6	45,129	14,881,000	PRN		OTR	1	0	14,881,000	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AD6	248	82,000	PRN		OTR	4	0	82,000	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AF1	24,963	12,327,000	PRN		OTR	1	0	12,327,000	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AD6	2,608	860,000	PRN		SOLE		860,000	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AD6	17,454	5,760,000	PRN		DFND	1	0	5,760,000	0
MICRON TECHNOLOGY INC	COM	595112103	1,904	25,327	SH		SOLE		25,327	0	0
MICRON TECHNOLOGY INC	COM	595112103	13,774	183,215	SH		OTR	1	0	183,215	0
MICRON TECHNOLOGY INC	NOTE 3.125% 5/0	595112AX1	38,977	5,176,000	PRN		OTR	1	0	5,176,000	0
MICRON TECHNOLOGY INC	NOTE 3.125% 5/0	595112AX1	3,381	449,000	PRN		SOLE		449,000	0	0
MICROSOFT CORP	COM	594918104	14,603	65,655	SH		OTR	5	0	65,655	0
MICROSOFT CORP	COM	594918104	441,121	1,983,279	SH		OTR	1	0	1,983,279	0
MICROSOFT CORP	COM	594918104	39,091	175,754	SH		SOLE		175,754	0	0
MICROSTRATEGY INC	CL A NEW	594972408	652	1,678	SH		OTR	1	0	1,678	0
MICROSTRATEGY INC	CL A NEW	594972408	155	400	SH		SOLE		400	0	0
MID-AMER APT CMNTYS INC	COM	59522J103	5,636	44,485	SH		OTR	1	0	44,485	0
MID-AMER APT CMNTYS INC	COM	59522J103	348	2,747	SH		SOLE		2,747	0	0
MID-AMER APT CMNTYS INC	COM	59522J103	116	915	SH		OTR	5	0	915	0
MIDWESTONE FINL GROUP INC NE	COM	598511103	252	10,303	SH		OTR	1	0	10,303	0
MIDWESTONE FINL GROUP INC NE	COM	598511103	61	2,474	SH		SOLE		2,474	0	0
MILLER HERMAN INC	COM	600544100	429	12,700	SH		SOLE		12,700	0	0
MILLER HERMAN INC	COM	600544100	1,766	52,257	SH		OTR	1	0	52,257	0
MILLER INDS INC TENN	COM NEW	600551204	103	2,696	SH		SOLE		2,696	0	0
MILLER INDS INC TENN	COM NEW	600551204	431	11,349	SH		OTR	1	0	11,349	0
MIRATI THERAPEUTICS INC	COM	60468T105	3,778	17,200	SH		OTR	1	0	17,200	0
MIRATI THERAPEUTICS INC	COM	60468T105	901	4,100	SH		SOLE		4,100	0	0
MITEK SYS INC	COM NEW	606710200	3,110	174,900	SH		OTR	1	0	174,900	0
MITEK SYS INC	COM NEW	606710200	747	42,000	SH		SOLE		42,000	0	0
MKS INSTRS INC	COM	55306N104	5,714	37,977	SH		OTR	1	0	37,977	0
MKS INSTRS INC	COM	55306N104	0	0	SH		SOLE		0	0	0
MODERNA INC	COM	60770K107	99	946	SH		SOLE		946	0	0
MODERNA INC	COM	60770K107	5,292	50,656	SH		OTR	1	0	50,656	0
MODINE MFG CO	COM	607828100	762	60,700	SH		OTR	1	0	60,700	0
MODINE MFG CO	COM	607828100	180	14,300	SH		SOLE		14,300	0	0
MOHAWK INDS INC	COM	608190104	161	1,142	SH		SOLE		1,142	0	0
MOHAWK INDS INC	COM	608190104	4,244	30,107	SH		OTR	1	0	30,107	0
MOLINA HEALTHCARE INC	COM	60855R100	112	528	SH		SOLE		528	0	0
MOLINA HEALTHCARE INC	COM	60855R100	16,961	79,751	SH		OTR	1	0	79,751	0
MOLSON COORS BEVERAGE CO	CL B	60871R209	10,307	228,083	SH		OTR	1	0	228,083	0
MOLSON COORS BEVERAGE CO	CL B	60871R209	447	9,887	SH		SOLE		9,887	0	0
MOLSON COORS BEVERAGE CO	CL B	60871R209	896	19,823	SH		OTR	5	0	19,823	0
MONARCH CASINO & RESORT INC	COM	609027107	165	2,700	SH		SOLE		2,700	0	0
MONARCH CASINO & RESORT INC	COM	609027107	698	11,400	SH		OTR	1	0	11,400	0
MONDELEZ INTL INC	CL A	609207105	1,752	29,958	SH		SOLE		29,958	0	0
MONDELEZ INTL INC	CL A	609207105	13,568	232,058	SH		OTR	1	0	232,058	0
MONEYGRAM INTL INC	COM NEW	60935Y208	28	5,200	SH		SOLE		5,200	0	0
MONEYGRAM INTL INC	COM NEW	60935Y208	119	21,700	SH		OTR	1	0	21,700	0
MONGODB INC	NOTE 0.750% 6/1	60937PAB2	184	35,000	PRN		SOLE		35,000	0	0
MONMOUTH REAL ESTATE INVT CO	CL A	609720107	217	12,500	SH		SOLE		12,500	0	0
MONMOUTH REAL ESTATE INVT CO	CL A	609720107	899	51,900	SH		OTR	1	0	51,900	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	762	8,238	SH		SOLE		8,238	0	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	4,973	53,774	SH		OTR	1	0	53,774	0
MOODYS CORP	COM	615369105	6,821	23,502	SH		OTR	1	0	23,502	0
MOODYS CORP	COM	615369105	1,039	3,581	SH		SOLE		3,581	0	0
MOOG INC	CL A	615394202	151	1,900	SH		SOLE		1,900	0	0
MOOG INC	CL A	615394202	587	7,400	SH		OTR	1	0	7,400	0
MORGAN STANLEY	COM NEW	617446448	2,095	30,570	SH		SOLE		30,570	0	0
MORGAN STANLEY	COM NEW	617446448	15,873	231,623	SH		OTR	1	0	231,623	0
MORNINGSTAR INC	COM	617700109	0	0	SH		SOLE		0	0	0
MORNINGSTAR INC	COM	617700109	505	2,182	SH		OTR	1	0	2,182	0
MOSAIC CO NEW	COM	61945C103	302	13,133	SH		SOLE		13,133	0	0
MOSAIC CO NEW	COM	61945C103	3,178	138,128	SH		OTR	1	0	138,128	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	4,195	24,667	SH		OTR	1	0	24,667	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	627	3,688	SH		SOLE		3,688	0	0
MOVADO GROUP INC	COM	624580106	38	2,300	SH		SOLE		2,300	0	0
MOVADO GROUP INC	COM	624580106	156	9,400	SH		OTR	1	0	9,400	0
MSCI INC	COM	55354G100	796	1,782	SH		SOLE		1,782	0	0
MSCI INC	COM	55354G100	5,386	12,063	SH		OTR	1	0	12,063	0
MUELLER INDS INC	COM	624756102	3,159	89,984	SH		OTR	1	0	89,984	0
MUELLER INDS INC	COM	624756102	755	21,500	SH		SOLE		21,500	0	0
MUELLER WTR PRODS INC	COM SER A	624758108	2,206	178,200	SH		OTR	1	0	178,200	0
MUELLER WTR PRODS INC	COM SER A	624758108	531	42,900	SH		SOLE		42,900	0	0
MURPHY USA INC	COM	626755102	2,617	20,000	SH		OTR	1	0	20,000	0
MURPHY USA INC	COM	626755102	628	4,800	SH		SOLE		4,800	0	0
MYR GROUP INC DEL	COM	55405W104	2,356	39,200	SH		OTR	1	0	39,200	0
MYR GROUP INC DEL	COM	55405W104	565	9,400	SH		SOLE		9,400	0	0
MYRIAD GENETICS INC	COM	62855J104	392	19,821	SH		SOLE		19,821	0	0
MYRIAD GENETICS INC	COM	62855J104	1,638	82,823	SH		OTR	1	0	82,823	0
NANOSTRING TECHNOLOGIES INC	COM	63009R109	74	1,100	SH		SOLE		1,100	0	0
NANOSTRING TECHNOLOGIES INC	COM	63009R109	314	4,700	SH		OTR	1	0	4,700	0
NASDAQ INC	COM	631103108	331	2,492	SH		SOLE		2,492	0	0
NASDAQ INC	COM	631103108	7,913	59,612	SH		OTR	1	0	59,612	0
NATERA INC	COM	632307104	707	7,100	SH		SOLE		7,100	0	0
NATERA INC	COM	632307104	2,946	29,600	SH		OTR	1	0	29,600	0
NATIONAL HEALTH INVS INC	COM	63633D104	2,124	30,700	SH		OTR	1	0	30,700	0
NATIONAL HEALTH INVS INC	COM	63633D104	505	7,300	SH		SOLE		7,300	0	0
NATIONAL HEALTHCARE CORP	COM	635906100	1,720	25,900	SH		OTR	1	0	25,900	0
NATIONAL HEALTHCARE CORP	COM	635906100	412	6,200	SH		SOLE		6,200	0	0
NATIONAL WESTN LIFE GROUP IN	CL A	638517102	557	2,700	SH		OTR	1	0	2,700	0
NATIONAL WESTN LIFE GROUP IN	CL A	638517102	145	700	SH		SOLE		700	0	0
NATUS MED INC DEL	COM	639050103	361	18,000	SH		SOLE		18,000	0	0
NATUS MED INC DEL	COM	639050103	1,519	75,800	SH		OTR	1	0	75,800	0
NEOGEN CORP	COM	640491106	730	9,200	SH		SOLE		9,200	0	0
NEOGEN CORP	COM	640491106	3,061	38,600	SH		OTR	1	0	38,600	0
NETAPP INC	COM	64110D104	2,153	32,504	SH		OTR	1	0	32,504	0
NETAPP INC	COM	64110D104	342	5,160	SH		SOLE		5,160	0	0
NETEASE INC	SPONSORED ADS	64110W102	441	4,600	SH		OTR	1	0	4,600	0
NETEASE INC	SPONSORED ADS	64110W102	120	1,250	SH		SOLE		1,250	0	0
NETFLIX INC	COM	64110L106	47,945	88,668	SH		OTR	1	0	88,668	0
NETFLIX INC	COM	64110L106	5,393	9,973	SH		SOLE		9,973	0	0
NETFLIX INC	COM	64110L106	765	1,415	SH		OTR	5	0	1,415	0
NETGEAR INC	COM	64111Q104	3,072	75,600	SH		OTR	1	0	75,600	0
NETGEAR INC	COM	64111Q104	735	18,100	SH		SOLE		18,100	0	0
NETSCOUT SYS INC	COM	64115T104	47	1,700	SH		SOLE		1,700	0	0
NETSCOUT SYS INC	COM	64115T104	214	7,800	SH		OTR	1	0	7,800	0
NEUBERGER BRMAN NY MUNI FD I	COM	64124K102	317	25,745	SH		SOLE		25,745	0	0
NEUROCRINE BIOSCIENCES INC	COM	64125C109	8	82	SH		SOLE		82	0	0
NEUROCRINE BIOSCIENCES INC	COM	64125C109	735	7,673	SH		OTR	1	0	7,673	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	2,075	1,493,000	PRN		SOLE		1,493,000	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	22,685	16,323,000	PRN		OTR	1	0	16,323,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	6,213	4,503,000	PRN		DFND	1	0	4,503,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	95	69,000	PRN		OTR	4	0	69,000	0
NEVRO CORP	COM	64157F103	883	5,100	SH		OTR	1	0	5,100	0
NEVRO CORP	COM	64157F103	208	1,200	SH		SOLE		1,200	0	0
NEW ORIENTAL ED & TECHNOLOGY	SPON ADR	647581107	632	3,400	SH		OTR	1	0	3,400	0
NEW ORIENTAL ED & TECHNOLOGY	SPON ADR	647581107	1	8	SH		DFND	1	0	8	0
NEW ORIENTAL ED & TECHNOLOGY	SPON ADR	647581107	93	500	SH		SOLE		500	0	0
NEW RELIC INC	NOTE 0.500% 5/0	64829BAB6	118	120,000	PRN		SOLE		120,000	0	0
NEW YORK CMNTY BANCORP INC	COM	649445103	1,089	103,259	SH		OTR	5	0	103,259	0
NEW YORK CMNTY BANCORP INC	COM	649445103	170	16,144	SH		SOLE		16,144	0	0
NEW YORK CMNTY BANCORP INC	COM	649445103	6,053	573,701	SH		OTR	1	0	573,701	0
NEWELL BRANDS INC	COM	651229106	1,167	54,949	SH		OTR	1	0	54,949	0
NEWELL BRANDS INC	COM	651229106	153	7,220	SH		SOLE		7,220	0	0
NEWMONT CORP	COM	651639106	18,777	313,524	SH		OTR	1	0	313,524	0
NEWMONT CORP	COM	651639106	1,494	24,954	SH		OTR	5	0	24,954	0
NEWMONT CORP	COM	651639106	1,362	22,749	SH		SOLE		22,749	0	0
NEWPARK RES INC	COM PAR $.01NEW	651718504	40	20,700	SH		SOLE		20,700	0	0
NEWPARK RES INC	COM PAR $.01NEW	651718504	166	86,500	SH		OTR	1	0	86,500	0
NEWPARK RES INC	NOTE 4.000%12/0	651718AE8	11,707	12,861,000	PRN		OTR	1	0	12,861,000	0
NEWPARK RES INC	NOTE 4.000%12/0	651718AE8	873	959,000	PRN		SOLE		959,000	0	0
NEWS CORP NEW	CL A	65249B109	7,787	433,332	SH		OTR	1	0	433,332	0
NEWS CORP NEW	CL A	65249B109	151	8,428	SH		SOLE		8,428	0	0
NEWS CORP NEW	CL A	65249B109	70	3,911	SH		OTR	5	0	3,911	0
NEWS CORP NEW	CL B	65249B208	920	51,757	SH		OTR	1	0	51,757	0
NEWS CORP NEW	CL B	65249B208	29	1,630	SH		SOLE		1,630	0	0
NEXTERA ENERGY INC	COM	65339F101	3,316	42,982	SH		SOLE		42,982	0	0
NEXTERA ENERGY INC	COM	65339F101	46	601	SH		OTR	5	0	601	0
NEXTERA ENERGY INC	COM	65339F101	23,817	308,714	SH		OTR	1	0	308,714	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	177	3,472	SH		OTR	4	0	3,472	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	1,065	21,300	SH		SOLE		21,300	0	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	12,275	241,435	SH		DFND	1	0	241,435	0
NEXTGEN HEALTHCARE INC	COM	65343C102	102	5,600	SH		SOLE		5,600	0	0
NEXTGEN HEALTHCARE INC	COM	65343C102	425	23,300	SH		OTR	1	0	23,300	0
NEXTIER OILFIELD SOLUTIONS	COM	65290C105	279	81,000	SH		OTR	1	0	81,000	0
NEXTIER OILFIELD SOLUTIONS	COM	65290C105	66	19,200	SH		SOLE		19,200	0	0
NIC INC	COM	62914B100	431	16,700	SH		OTR	1	0	16,700	0
NIC INC	COM	62914B100	106	4,100	SH		SOLE		4,100	0	0
NICE LTD	SPONSORED ADR	653656108	7,325	25,834	SH		SOLE		25,834	0	0
NICE LTD	SPONSORED ADR	653656108	9,338	32,934	SH		OTR	1	0	32,934	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	16,092	4,731,000	PRN		DFND	1	0	4,731,000	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	78,466	23,035,000	PRN		OTR	1	0	23,035,000	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	4,905	1,440,000	PRN		SOLE		1,440,000	0	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	238	70,000	PRN		OTR	4	0	70,000	0
NIKE INC	CL B	654106103	44,899	317,378	SH		OTR	1	0	317,378	0
NIKE INC	CL B	654106103	4,089	28,902	SH		SOLE		28,902	0	0
NIKE INC	CL B	654106103	1,422	10,049	SH		OTR	5	0	10,049	0
NIO INC	SPON ADS	62914V106	141	2,900	SH		SOLE		2,900	0	0
NIO INC	SPON ADS	62914V106	941	19,300	SH		OTR	1	0	19,300	0
NIO INC	SPON ADS	62914V106	2	36	SH		DFND	1	0	36	0
NISOURCE INC	COM	65473P105	1,279	55,763	SH		OTR	1	0	55,763	0
NISOURCE INC	COM	65473P105	168	7,312	SH		SOLE		7,312	0	0
NORFOLK SOUTHN CORP	COM	655844108	1,305	5,494	SH		SOLE		5,494	0	0
NORFOLK SOUTHN CORP	COM	655844108	10,183	42,854	SH		OTR	1	0	42,854	0
NORTHERN TR CORP	COM	665859104	425	4,566	SH		SOLE		4,566	0	0
NORTHERN TR CORP	COM	665859104	7,049	75,679	SH		OTR	1	0	75,679	0
NORTHRIM BANCORP INC	COM	666762109	58	1,700	SH		SOLE		1,700	0	0
NORTHRIM BANCORP INC	COM	666762109	224	6,600	SH		OTR	1	0	6,600	0
NORTHROP GRUMMAN CORP	COM	666807102	360	1,183	SH		OTR	5	0	1,183	0
NORTHROP GRUMMAN CORP	COM	666807102	9,640	31,636	SH		OTR	1	0	31,636	0
NORTHROP GRUMMAN CORP	COM	666807102	1,050	3,445	SH		SOLE		3,445	0	0
NORTONLIFELOCK INC	COM	668771108	275	13,211	SH		SOLE		13,211	0	0
NORTONLIFELOCK INC	COM	668771108	1,790	86,125	SH		OTR	1	0	86,125	0
NOVANTA INC	COM	67000B104	225	1,900	SH		SOLE		1,900	0	0
NOVANTA INC	COM	67000B104	958	8,100	SH		OTR	1	0	8,100	0
NOVAVAX INC	COM NEW	670002401	2,810	25,200	SH		OTR	1	0	25,200	0
NOVAVAX INC	COM NEW	670002401	669	6,000	SH		SOLE		6,000	0	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	2,475	167,000	PRN		SOLE		167,000	0	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	26,678	1,800,000	PRN		OTR	1	0	1,800,000	0
NRG ENERGY INC	COM NEW	629377508	424	11,300	SH		SOLE		11,300	0	0
NRG ENERGY INC	COM NEW	629377508	12,706	338,366	SH		OTR	1	0	338,366	0
NRG ENERGY INC	COM NEW	629377508	869	23,139	SH		OTR	5	0	23,139	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	27,969	24,506,000	PRN		OTR	1	0	24,506,000	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	84	74,000	PRN		OTR	4	0	74,000	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	3,076	2,695,000	PRN		SOLE		2,695,000	0	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	5,519	4,857,000	PRN		DFND	1	0	4,857,000	0
NU SKIN ENTERPRISES INC	CL A	67018T105	13,427	245,779	SH		OTR	1	0	245,779	0
NU SKIN ENTERPRISES INC	CL A	67018T105	163	2,980	SH		SOLE		2,980	0	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	2,800	1,228,000	PRN		SOLE		1,228,000	0	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	44,716	19,609,000	PRN		OTR	1	0	19,609,000	0
NUCOR CORP	COM	670346105	365	6,859	SH		SOLE		6,859	0	0
NUCOR CORP	COM	670346105	3,219	60,520	SH		OTR	1	0	60,520	0
NUVASIVE INC	COM	670704105	558	9,900	SH		SOLE		9,900	0	0
NUVASIVE INC	COM	670704105	2,296	40,754	SH		OTR	1	0	40,754	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	70	69,000	PRN		OTR	4	0	69,000	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	4,620	4,586,000	PRN		DFND	1	0	4,586,000	0
NUVEEN AMT FREE QLTY MUN INC	COM	670657105	27,107	1,795,140	SH		SOLE		1,795,140	0	0
NUVEEN MARYLAND QLT MUN INC	COM	67061Q107	2,822	200,000	SH		SOLE		200,000	0	0
NUVEEN MICH QUALITY MUN INCO	COM	670979103	4,428	300,000	SH		SOLE		300,000	0	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	1,353	100,000	SH		OTR	1	0	100,000	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	7,422	548,590	SH		SOLE		548,590	0	0
NUVEEN PENNSYLVANIA QLT MUN	COM	670972108	7,482	517,097	SH		SOLE		517,097	0	0
NVE CORP	COM NEW	629445206	62	1,100	SH		SOLE		1,100	0	0
NVE CORP	COM NEW	629445206	258	4,600	SH		OTR	1	0	4,600	0
NVIDIA CORPORATION	COM	67066G104	82,697	158,362	SH		OTR	1	0	158,362	0
NVIDIA CORPORATION	COM	67066G104	2,590	4,959	SH		OTR	5	0	4,959	0
NVIDIA CORPORATION	COM	67066G104	7,462	14,290	SH		SOLE		14,290	0	0
NVR INC	COM	62944T105	2,081	510	SH		OTR	1	0	510	0
NVR INC	COM	62944T105	318	78	SH		SOLE		78	0	0
OCCIDENTAL PETE CORP	COM	674599105	317	18,319	SH		SOLE		18,319	0	0
OCCIDENTAL PETE CORP	COM	674599105	2,111	121,953	SH		OTR	1	0	121,953	0
OCEANFIRST FINL CORP	COM	675234108	235	12,600	SH		SOLE		12,600	0	0
OCEANFIRST FINL CORP	COM	675234108	976	52,400	SH		OTR	1	0	52,400	0
OGE ENERGY CORP	COM	670837103	731	22,942	SH		OTR	5	0	22,942	0
OGE ENERGY CORP	COM	670837103	9,525	298,979	SH		OTR	1	0	298,979	0
OGE ENERGY CORP	COM	670837103	210	6,599	SH		SOLE		6,599	0	0
OIL STS INTL INC	NOTE 1.500% 2/1	678026AH8	22,224	28,665,000	PRN		OTR	1	0	28,665,000	0
OIL STS INTL INC	NOTE 1.500% 2/1	678026AH8	1,738	2,242,000	PRN		SOLE		2,242,000	0	0
OKTA INC	NOTE 0.125% 9/0	679295AD7	2,075	1,390,000	PRN		SOLE		1,390,000	0	0
OKTA INC	NOTE 0.125% 9/0	679295AD7	13,653	9,144,000	PRN		OTR	1	0	9,144,000	0
OLD DOMINION FREIGHT LINE IN	COM	679580100	417	2,136	SH		SOLE		2,136	0	0
OLD DOMINION FREIGHT LINE IN	COM	679580100	5,101	26,135	SH		OTR	1	0	26,135	0
OLIN CORP	COM PAR $1	680665205	521	21,200	SH		OTR	1	0	21,200	0
OLIN CORP	COM PAR $1	680665205	114	4,638	SH		SOLE		4,638	0	0
OMNICELL COM	COM	68213N109	2,568	21,400	SH		OTR	1	0	21,400	0
OMNICELL COM	COM	68213N109	624	5,200	SH		SOLE		5,200	0	0
OMNICOM GROUP INC	COM	681919106	299	4,790	SH		SOLE		4,790	0	0
OMNICOM GROUP INC	COM	681919106	1,951	31,282	SH		OTR	1	0	31,282	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	3,697	2,203,000	PRN		SOLE		2,203,000	0	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	545	325,000	PRN		OTR	5	0	325,000	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	25,603	15,258,000	PRN		OTR	1	0	15,258,000	0
ONEOK INC NEW	COM	682680103	2,482	64,665	SH		OTR	1	0	64,665	0
ONEOK INC NEW	COM	682680103	372	9,689	SH		SOLE		9,689	0	0
ONEWATER MARINE INC	CL A COM	68280L101	44	1,500	SH		SOLE		1,500	0	0
ONEWATER MARINE INC	CL A COM	68280L101	180	6,200	SH		OTR	1	0	6,200	0
OP BANCORP	COM	67109R109	377	49,000	SH		OTR	1	0	49,000	0
OP BANCORP	COM	67109R109	96	12,500	SH		SOLE		12,500	0	0
OPKO HEALTH INC	COM	68375N103	998	252,700	SH		OTR	1	0	252,700	0
OPKO HEALTH INC	COM	68375N103	239	60,500	SH		SOLE		60,500	0	0
OPTION CARE HEALTH INC	COM NEW	68404L201	490	31,300	SH		SOLE		31,300	0	0
OPTION CARE HEALTH INC	COM NEW	68404L201	2,047	130,900	SH		OTR	1	0	130,900	0
ORACLE CORP	COM	68389X105	1,848	28,562	SH		OTR	5	0	28,562	0
ORACLE CORP	COM	68389X105	3,075	47,529	SH		SOLE		47,529	0	0
ORACLE CORP	COM	68389X105	26,914	416,040	SH		OTR	1	0	416,040	0
ORASURE TECHNOLOGIES INC	COM	68554V108	196	18,500	SH		SOLE		18,500	0	0
ORASURE TECHNOLOGIES INC	COM	68554V108	826	78,000	SH		OTR	1	0	78,000	0
OREILLY AUTOMOTIVE INC	COM	67103H107	12,528	27,681	SH		OTR	1	0	27,681	0
OREILLY AUTOMOTIVE INC	COM	67103H107	6	13	SH		OTR	5	0	13	0
OREILLY AUTOMOTIVE INC	COM	67103H107	716	1,583	SH		SOLE		1,583	0	0
ORMAT TECHNOLOGIES INC	COM	686688102	460	5,100	SH		OTR	1	0	5,100	0
ORMAT TECHNOLOGIES INC	COM	686688102	108	1,200	SH		SOLE		1,200	0	0
ORRSTOWN FINL SVCS INC	COM	687380105	235	14,201	SH		OTR	1	0	14,201	0
ORRSTOWN FINL SVCS INC	COM	687380105	63	3,792	SH		SOLE		3,792	0	0
ORTHOFIX MED INC	COM	68752M108	275	6,400	SH		SOLE		6,400	0	0
ORTHOFIX MED INC	COM	68752M108	1,165	27,100	SH		OTR	1	0	27,100	0
OSI SYSTEMS INC	COM	671044105	289	3,100	SH		SOLE		3,100	0	0
OSI SYSTEMS INC	COM	671044105	1,221	13,100	SH		OTR	1	0	13,100	0
OSI SYSTEMS INC	NOTE 1.250% 9/0	671044AD7	93	87,000	PRN		SOLE		87,000	0	0
OTIS WORLDWIDE CORP	COM	68902V107	7,023	103,961	SH		OTR	1	0	103,961	0
OTIS WORLDWIDE CORP	COM	68902V107	596	8,827	SH		SOLE		8,827	0	0
OVERSTOCK COM INC DEL	COM	690370101	604	12,600	SH		OTR	1	0	12,600	0
OVERSTOCK COM INC DEL	COM	690370101	139	2,900	SH		SOLE		2,900	0	0
OVINTIV INC	COM	69047Q102	883	61,500	SH		OTR	1	0	61,500	0
OVINTIV INC	COM	69047Q102	211	14,700	SH		SOLE		14,700	0	0
OWENS & MINOR INC NEW	COM	690732102	698	25,800	SH		SOLE		25,800	0	0
OWENS & MINOR INC NEW	COM	690732102	2,927	108,200	SH		OTR	1	0	108,200	0
OWENS CORNING NEW	COM	690742101	81	1,072	SH		SOLE		1,072	0	0
OWENS CORNING NEW	COM	690742101	7,045	92,997	SH		OTR	1	0	92,997	0
PACCAR INC	COM	693718108	724	8,395	SH		SOLE		8,395	0	0
PACCAR INC	COM	693718108	9,469	109,743	SH		OTR	1	0	109,743	0
PACCAR INC	COM	693718108	947	10,980	SH		OTR	5	0	10,980	0
PACIFIC BIOSCIENCES CALIF IN	COM	69404D108	374	14,400	SH		SOLE		14,400	0	0
PACIFIC BIOSCIENCES CALIF IN	COM	69404D108	1,593	61,400	SH		OTR	1	0	61,400	0
PACIRA BIOSCIENCES INC	NOTE 2.375% 4/0	695127AD2	54	47,000	PRN		OTR	4	0	47,000	0
PACIRA BIOSCIENCES INC	NOTE 2.375% 4/0	695127AD2	3,160	2,749,000	PRN		OTR	1	0	2,749,000	0
PACIRA BIOSCIENCES INC	NOTE 2.375% 4/0	695127AD2	246	214,000	PRN		SOLE		214,000	0	0
PACIRA BIOSCIENCES INC	NOTE 2.375% 4/0	695127AD2	3,649	3,182,000	PRN		DFND	1	0	3,182,000	0
PACKAGING CORP AMER	COM	695156109	1,903	13,799	SH		OTR	1	0	13,799	0
PACKAGING CORP AMER	COM	695156109	291	2,112	SH		SOLE		2,112	0	0
PACWEST BANCORP DEL	COM	695263103	184	7,244	SH		SOLE		7,244	0	0
PACWEST BANCORP DEL	COM	695263103	6,354	250,160	SH		OTR	1	0	250,160	0
PALO ALTO NETWORKS INC	COM	697435105	107	300	SH		SOLE		300	0	0
PALO ALTO NETWORKS INC	COM	697435105	19,448	54,723	SH		OTR	1	0	54,723	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	3,156	2,234,000	PRN		SOLE		2,234,000	0	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	31,995	22,645,000	PRN		OTR	1	0	22,645,000	0
PALOMAR HLDGS INC	COM	69753M105	44	500	SH		SOLE		500	0	0
PALOMAR HLDGS INC	COM	69753M105	178	2,000	SH		OTR	1	0	2,000	0
PARK HOTELS RESORTS INC	COM	700517105	199	11,575	SH		OTR	1	0	11,575	0
PARK HOTELS RESORTS INC	COM	700517105	0	0	SH		SOLE		0	0	0
PARKER-HANNIFIN CORP	COM	701094104	824	3,025	SH		SOLE		3,025	0	0
PARKER-HANNIFIN CORP	COM	701094104	434	1,594	SH		OTR	5	0	1,594	0
PARKER-HANNIFIN CORP	COM	701094104	18,189	66,770	SH		OTR	1	0	66,770	0
PATRICK INDS INC	COM	703343103	537	7,851	SH		SOLE		7,851	0	0
PATRICK INDS INC	COM	703343103	2,251	32,939	SH		OTR	1	0	32,939	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	30,800	28,898,000	PRN		OTR	1	0	28,898,000	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	6,656	6,304,000	PRN		DFND	1	0	6,304,000	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	96	91,000	PRN		OTR	4	0	91,000	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	2,928	2,747,000	PRN		SOLE		2,747,000	0	0
PATTERSON-UTI ENERGY INC	COM	703481101	115	21,900	SH		OTR	1	0	21,900	0
PATTERSON-UTI ENERGY INC	COM	703481101	28	5,300	SH		SOLE		5,300	0	0
PAYCHEX INC	COM	704326107	4,338	46,558	SH		OTR	1	0	46,558	0
PAYCHEX INC	COM	704326107	653	7,005	SH		SOLE		7,005	0	0
PAYCOM SOFTWARE INC	COM	70432V102	3,224	7,129	SH		OTR	1	0	7,129	0
PAYCOM SOFTWARE INC	COM	70432V102	468	1,035	SH		SOLE		1,035	0	0
PAYPAL HLDGS INC	COM	70450Y103	77,186	329,574	SH		OTR	1	0	329,574	0
PAYPAL HLDGS INC	COM	70450Y103	6,589	28,133	SH		SOLE		28,133	0	0
PAYPAL HLDGS INC	COM	70450Y103	2,199	9,390	SH		OTR	5	0	9,390	0
PDC ENERGY INC	COM	69327R101	261	12,700	SH		OTR	1	0	12,700	0
PDC ENERGY INC	COM	69327R101	64	3,100	SH		SOLE		3,100	0	0
PEAPACK-GLADSTONE FINL CORP	COM	704699107	1,054	46,308	SH		OTR	1	0	46,308	0
PEAPACK-GLADSTONE FINL CORP	COM	704699107	250	10,976	SH		SOLE		10,976	0	0
PEBBLEBROOK HOTEL TR	COM	70509V100	105	5,600	SH		SOLE		5,600	0	0
PEBBLEBROOK HOTEL TR	COM	70509V100	440	23,400	SH		OTR	1	0	23,400	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	267	250,000	PRN		SOLE		250,000	0	0
PELOTON INTERACTIVE INC	CL A COM	70614W100	5,991	39,485	SH		OTR	1	0	39,485	0
PELOTON INTERACTIVE INC	CL A COM	70614W100	171	1,125	SH		SOLE		1,125	0	0
PENN NATL GAMING INC	COM	707569109	1,416	16,400	SH		SOLE		16,400	0	0
PENN NATL GAMING INC	COM	707569109	5,908	68,400	SH		OTR	1	0	68,400	0
PENN NATL GAMING INC	NOTE 2.750% 5/1	707569AU3	298	79,000	PRN		SOLE		79,000	0	0
PENNANT GROUP INC	COM	70805E109	2,235	38,500	SH		OTR	1	0	38,500	0
PENNANT GROUP INC	COM	70805E109	534	9,200	SH		SOLE		9,200	0	0
PENNYMAC CORP	NOTE 5.500%11/0	70932AAD5	99	100,000	PRN		SOLE		100,000	0	0
PENNYMAC FINL SVCS INC NEW	COM	70932M107	46	700	SH		SOLE		700	0	0
PENNYMAC FINL SVCS INC NEW	COM	70932M107	177	2,700	SH		OTR	1	0	2,700	0
PENNYMAC MTG INVT TR	COM	70931T103	493	28,000	SH		SOLE		28,000	0	0
PENNYMAC MTG INVT TR	COM	70931T103	2,067	117,500	SH		OTR	1	0	117,500	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	799	61,824	SH		OTR	1	0	61,824	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	105	8,116	SH		SOLE		8,116	0	0
PEPSICO INC	COM	713448108	4,524	30,507	SH		SOLE		30,507	0	0
PEPSICO INC	COM	713448108	603	4,069	SH		OTR	5	0	4,069	0
PEPSICO INC	COM	713448108	37,102	250,179	SH		OTR	1	0	250,179	0
PERFORMANCE FOOD GROUP CO	COM	71377A103	1,833	38,500	SH		OTR	1	0	38,500	0
PERFORMANCE FOOD GROUP CO	COM	71377A103	438	9,200	SH		SOLE		9,200	0	0
PERKINELMER INC	COM	714046109	2,338	16,294	SH		OTR	1	0	16,294	0
PERKINELMER INC	COM	714046109	336	2,340	SH		SOLE		2,340	0	0
PERSPECTA INC	COM	715347100	207	8,600	SH		SOLE		8,600	0	0
PERSPECTA INC	COM	715347100	881	36,600	SH		OTR	1	0	36,600	0
PFIZER INC	COM	717081103	35,900	975,276	SH		OTR	1	0	975,276	0
PFIZER INC	COM	717081103	4,753	129,119	SH		SOLE		129,119	0	0
PFIZER INC	COM	717081103	1,198	32,549	SH		OTR	5	0	32,549	0
PFSWEB INC	COM NEW	717098206	155	23,000	SH		OTR	1	0	23,000	0
PFSWEB INC	COM NEW	717098206	36	5,400	SH		SOLE		5,400	0	0
PG&E CORP	UNIT 99/99/9999	69331C140	31,935	259,900	SH		OTR	1	0	259,900	0
PG&E CORP	UNIT 99/99/9999	69331C140	134	1,093	SH		OTR	4	0	1,093	0
PG&E CORP	UNIT 99/99/9999	69331C140	9,335	75,997	SH		DFND	1	0	75,997	0
PG&E CORP	UNIT 99/99/9999	69331C140	3,229	26,282	SH		SOLE		26,282	0	0
PGIM GLOBAL HIGH YIELD FD FO	COM	69346J106	1,245	85,657	SH		SOLE		85,657	0	0
PGIM HIGH YIELD BOND FUND IN	COM	69346H100	1,221	81,390	SH		SOLE		81,390	0	0
PGT INNOVATIONS INC	COM	69336V101	407	20,000	SH		SOLE		20,000	0	0
PGT INNOVATIONS INC	COM	69336V101	1,686	82,900	SH		OTR	1	0	82,900	0
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	1,431	73,692	SH		OTR	1	0	73,692	0
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	339	17,462	SH		SOLE		17,462	0	0
PHILIP MORRIS INTL INC	COM	718172109	1,396	16,860	SH		OTR	5	0	16,860	0
PHILIP MORRIS INTL INC	COM	718172109	25,032	302,353	SH		OTR	1	0	302,353	0
PHILIP MORRIS INTL INC	COM	718172109	1,763	21,293	SH		SOLE		21,293	0	0
PHILLIPS 66	COM	718546104	674	9,640	SH		SOLE		9,640	0	0
PHILLIPS 66	COM	718546104	5,638	80,609	SH		OTR	1	0	80,609	0
PHOTRONICS INC	COM	719405102	398	35,700	SH		SOLE		35,700	0	0
PHOTRONICS INC	COM	719405102	1,665	149,237	SH		OTR	1	0	149,237	0
PIEDMONT OFFICE REALTY TR IN	COM CL A	720190206	1,326	81,700	SH		OTR	1	0	81,700	0
PIEDMONT OFFICE REALTY TR IN	COM CL A	720190206	315	19,400	SH		SOLE		19,400	0	0
PILGRIMS PRIDE CORP	COM	72147K108	431	22,001	SH		OTR	1	0	22,001	0
PILGRIMS PRIDE CORP	COM	72147K108	0	0	SH		SOLE		0	0	0
PINDUODUO INC	SPONSORED ADS	722304102	178	1,000	SH		SOLE		1,000	0	0
PINDUODUO INC	SPONSORED ADS	722304102	1,690	9,514	SH		OTR	1	0	9,514	0
PINDUODUO INC	SPONSORED ADS	722304102	2	11	SH		DFND	1	0	11	0
PINNACLE WEST CAP CORP	COM	723484101	1,310	16,385	SH		OTR	1	0	16,385	0
PINNACLE WEST CAP CORP	COM	723484101	172	2,148	SH		SOLE		2,148	0	0
PINTEREST INC	CL A	72352L106	3,942	59,816	SH		OTR	1	0	59,816	0
PINTEREST INC	CL A	72352L106	210	3,194	SH		SOLE		3,194	0	0
PIONEER MUN HIGH INCOME ADVA	COM	723762100	3,686	316,387	SH		OTR	1	0	316,387	0
PIONEER MUN HIGH INCOME ADVA	COM	723762100	12,067	1,035,756	SH		SOLE		1,035,756	0	0
PIONEER MUN HIGH INCOME TR	COM SHS	723763108	6,000	482,304	SH		SOLE		482,304	0	0
PIONEER MUN HIGH INCOME TR	COM SHS	723763108	4,139	332,691	SH		OTR	1	0	332,691	0
PIONEER NAT RES CO	COM	723787107	4,396	38,599	SH		OTR	1	0	38,599	0
PIONEER NAT RES CO	COM	723787107	414	3,635	SH		SOLE		3,635	0	0
PIPER SANDLER COMPANIES	COM	724078100	1,292	12,800	SH		OTR	1	0	12,800	0
PIPER SANDLER COMPANIES	COM	724078100	313	3,100	SH		SOLE		3,100	0	0
PITNEY BOWES INC	COM	724479100	133	21,600	SH		OTR	1	0	21,600	0
PITNEY BOWES INC	COM	724479100	32	5,200	SH		SOLE		5,200	0	0
PLANTRONICS INC NEW	COM	727493108	1,038	38,400	SH		OTR	1	0	38,400	0
PLANTRONICS INC NEW	COM	727493108	251	9,300	SH		SOLE		9,300	0	0
PLEXUS CORP	COM	729132100	735	9,400	SH		OTR	1	0	9,400	0
PLEXUS CORP	COM	729132100	180	2,300	SH		SOLE		2,300	0	0
PLUG POWER INC	COM NEW	72919P202	4,418	130,300	SH		OTR	1	0	130,300	0
PLUG POWER INC	COM NEW	72919P202	1,041	30,700	SH		SOLE		30,700	0	0
PLURALSIGHT INC	NOTE 0.375% 3/0	72941BAB2	149	150,000	PRN		SOLE		150,000	0	0
PNC FINL SVCS GROUP INC	COM	693475105	10,388	69,721	SH		OTR	1	0	69,721	0
PNC FINL SVCS GROUP INC	COM	693475105	1,369	9,187	SH		SOLE		9,187	0	0
POLARIS INC	COM	731068102	13,943	146,334	SH		OTR	1	0	146,334	0
POLARIS INC	COM	731068102	689	7,227	SH		OTR	5	0	7,227	0
POLARIS INC	COM	731068102	213	2,235	SH		SOLE		2,235	0	0
POOL CORP	COM	73278L105	2,177	5,844	SH		OTR	1	0	5,844	0
POOL CORP	COM	73278L105	323	867	SH		SOLE		867	0	0
PORTLAND GEN ELEC CO	COM NEW	736508847	86	2,000	SH		SOLE		2,000	0	0
PORTLAND GEN ELEC CO	COM NEW	736508847	364	8,500	SH		OTR	1	0	8,500	0
POTLATCHDELTIC CORPORATION	COM	737630103	2,421	48,400	SH		OTR	1	0	48,400	0
POTLATCHDELTIC CORPORATION	COM	737630103	585	11,700	SH		SOLE		11,700	0	0
POWELL INDS INC	COM	739128106	1,059	35,900	SH		OTR	1	0	35,900	0
POWELL INDS INC	COM	739128106	236	8,000	SH		SOLE		8,000	0	0
POWER INTEGRATIONS INC	COM	739276103	925	11,300	SH		SOLE		11,300	0	0
POWER INTEGRATIONS INC	COM	739276103	3,864	47,200	SH		OTR	1	0	47,200	0
PPD INC	COM	69355F102	15,578	455,218	SH		OTR	1	0	455,218	0
PPD INC	COM	69355F102	217	6,347	SH		SOLE		6,347	0	0
PPG INDS INC	COM	693506107	751	5,207	SH		SOLE		5,207	0	0
PPG INDS INC	COM	693506107	5,490	38,068	SH		OTR	1	0	38,068	0
PPL CORP	COM	69351T106	494	17,527	SH		SOLE		17,527	0	0
PPL CORP	COM	69351T106	9,415	333,851	SH		OTR	1	0	333,851	0
PRA HEALTH SCIENCES INC	COM	69354M108	258	2,057	SH		SOLE		2,057	0	0
PRA HEALTH SCIENCES INC	COM	69354M108	21,381	170,445	SH		OTR	1	0	170,445	0
PRA HEALTH SCIENCES INC	COM	69354M108	1,166	9,295	SH		OTR	5	0	9,295	0
PREFERRED BK LOS ANGELES CA	COM NEW	740367404	1,383	27,400	SH		OTR	1	0	27,400	0
PREFERRED BK LOS ANGELES CA	COM NEW	740367404	323	6,400	SH		SOLE		6,400	0	0
PREFORMED LINE PRODS CO	COM	740444104	326	4,767	SH		OTR	1	0	4,767	0
PREFORMED LINE PRODS CO	COM	740444104	60	870	SH		SOLE		870	0	0
PRESTIGE CONSMR HEALTHCARE I	COM	74112D101	488	14,000	SH		SOLE		14,000	0	0
PRESTIGE CONSMR HEALTHCARE I	COM	74112D101	2,036	58,400	SH		OTR	1	0	58,400	0
PRICE T ROWE GROUP INC	COM	74144T108	745	4,918	SH		SOLE		4,918	0	0
PRICE T ROWE GROUP INC	COM	74144T108	8,237	54,408	SH		OTR	1	0	54,408	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	3,413	2,938,000	PRN		SOLE		2,938,000	0	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	38,140	32,836,000	PRN		OTR	1	0	32,836,000	0
PRIMO WATER CORPORATION	COM	74167P108	499	31,800	SH		SOLE		31,800	0	0
PRIMO WATER CORPORATION	COM	74167P108	2,062	131,500	SH		OTR	1	0	131,500	0
PRIMORIS SVCS CORP	COM	74164F103	2,971	107,600	SH		OTR	1	0	107,600	0
PRIMORIS SVCS CORP	COM	74164F103	712	25,800	SH		SOLE		25,800	0	0
PRINCIPAL FINANCIAL GROUP IN	COM	74251V102	1,844	37,177	SH		OTR	1	0	37,177	0
PRINCIPAL FINANCIAL GROUP IN	COM	74251V102	242	4,871	SH		SOLE		4,871	0	0
PROCTER AND GAMBLE CO	COM	742718109	69,358	498,474	SH		OTR	1	0	498,474	0
PROCTER AND GAMBLE CO	COM	742718109	7,879	56,626	SH		SOLE		56,626	0	0
PROCTER AND GAMBLE CO	COM	742718109	3,902	28,045	SH		OTR	5	0	28,045	0
PROG HOLDINGS INC	COM NPV	74319R101	1,255	23,300	SH		OTR	1	0	23,300	0
PROG HOLDINGS INC	COM NPV	74319R101	302	5,600	SH		SOLE		5,600	0	0
PROGRESS SOFTWARE CORP	COM	743312100	3,245	71,806	SH		OTR	1	0	71,806	0
PROGRESS SOFTWARE CORP	COM	743312100	778	17,226	SH		SOLE		17,226	0	0
PROGRESSIVE CORP	COM	743315103	9,832	99,434	SH		OTR	1	0	99,434	0
PROGRESSIVE CORP	COM	743315103	1,259	12,728	SH		SOLE		12,728	0	0
PROLOGIS INC.	COM	74340W103	14,398	144,468	SH		OTR	1	0	144,468	0
PROLOGIS INC.	COM	74340W103	591	5,934	SH		OTR	5	0	5,934	0
PROLOGIS INC.	COM	74340W103	1,769	17,750	SH		SOLE		17,750	0	0
PROOFPOINT INC	COM	743424103	95	700	SH		SOLE		700	0	0
PROOFPOINT INC	COM	743424103	13,420	98,380	SH		OTR	1	0	98,380	0
PROOFPOINT INC	NOTE 0.250% 8/1	743424AF0	197	175,000	PRN		SOLE		175,000	0	0
PROPETRO HLDG CORP	COM	74347M108	319	43,100	SH		SOLE		43,100	0	0
PROPETRO HLDG CORP	COM	74347M108	1,346	182,100	SH		OTR	1	0	182,100	0
PRUDENTIAL FINL INC	COM	744320102	676	8,660	SH		SOLE		8,660	0	0
PRUDENTIAL FINL INC	COM	744320102	4,499	57,623	SH		OTR	1	0	57,623	0
PS BUSINESS PKS INC CALIF	COM	69360J107	2,089	15,721	SH		OTR	1	0	15,721	0
PS BUSINESS PKS INC CALIF	COM	69360J107	505	3,800	SH		SOLE		3,800	0	0
PTC THERAPEUTICS INC	COM	69366J200	465	7,627	SH		SOLE		7,627	0	0
PTC THERAPEUTICS INC	COM	69366J200	1,921	31,483	SH		OTR	1	0	31,483	0
PUBLIC STORAGE	COM	74460D109	282	1,220	SH		OTR	5	0	1,220	0
PUBLIC STORAGE	COM	74460D109	7,283	31,538	SH		OTR	1	0	31,538	0
PUBLIC STORAGE	COM	74460D109	794	3,440	SH		SOLE		3,440	0	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	4,414	75,711	SH		OTR	1	0	75,711	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	633	10,861	SH		SOLE		10,861	0	0
PULTE GROUP INC	COM	745867101	313	7,254	SH		SOLE		7,254	0	0
PULTE GROUP INC	COM	745867101	562	13,036	SH		OTR	5	0	13,036	0
PULTE GROUP INC	COM	745867101	7,008	162,522	SH		OTR	1	0	162,522	0
PURE CYCLE CORP	COM NEW	746228303	293	26,100	SH		OTR	1	0	26,100	0
PURE CYCLE CORP	COM NEW	746228303	69	6,100	SH		SOLE		6,100	0	0
PUTNAM MUN OPPORTUNITIES TR	SH BEN INT	746922103	3,499	255,603	SH		SOLE		255,603	0	0
PVH CORPORATION	COM	693656100	101	1,074	SH		OTR	5	0	1,074	0
PVH CORPORATION	COM	693656100	295	3,139	SH		SOLE		3,139	0	0
PVH CORPORATION	COM	693656100	9,653	102,817	SH		OTR	1	0	102,817	0
Q2 HLDGS INC	COM	74736L109	974	7,700	SH		OTR	1	0	7,700	0
Q2 HLDGS INC	COM	74736L109	228	1,800	SH		SOLE		1,800	0	0
Q2 HLDGS INC	NOTE 0.750% 2/1	74736LAB5	156	70,000	PRN		SOLE		70,000	0	0
Q2 HLDGS INC	NOTE 0.750% 6/0	74736LAD1	1,171	762,000	PRN		SOLE		762,000	0	0
Q2 HLDGS INC	NOTE 0.750% 6/0	74736LAD1	11,056	7,195,000	PRN		OTR	1	0	7,195,000	0
QCR HOLDINGS INC	COM	74727A104	578	14,600	SH		OTR	1	0	14,600	0
QCR HOLDINGS INC	COM	74727A104	139	3,500	SH		SOLE		3,500	0	0
QORVO INC	COM	74736K101	688	4,136	SH		SOLE		4,136	0	0
QORVO INC	COM	74736K101	17,335	104,258	SH		OTR	1	0	104,258	0
QORVO INC	COM	74736K101	1,311	7,886	SH		OTR	5	0	7,886	0
QUAKER CHEM CORP	COM	747316107	101	400	SH		SOLE		400	0	0
QUAKER CHEM CORP	COM	747316107	481	1,900	SH		OTR	1	0	1,900	0
QUALCOMM INC	COM	747525103	2,455	16,113	SH		OTR	5	0	16,113	0
QUALCOMM INC	COM	747525103	56,387	370,142	SH		OTR	1	0	370,142	0
QUALCOMM INC	COM	747525103	4,280	28,094	SH		SOLE		28,094	0	0
QUALYS INC	COM	74758T303	49	400	SH		SOLE		400	0	0
QUALYS INC	COM	74758T303	207	1,700	SH		OTR	1	0	1,700	0
QUANTA SVCS INC	COM	74762E102	451	6,263	SH		SOLE		6,263	0	0
QUANTA SVCS INC	COM	74762E102	1,261	17,509	SH		OTR	5	0	17,509	0
QUANTA SVCS INC	COM	74762E102	23,195	322,061	SH		OTR	1	0	322,061	0
QUEST DIAGNOSTICS INC	COM	74834L100	3,320	27,861	SH		OTR	1	0	27,861	0
QUEST DIAGNOSTICS INC	COM	74834L100	366	3,068	SH		SOLE		3,068	0	0
QURATE RETAIL INC	COM SER A	74915M100	15,433	1,406,873	SH		OTR	1	0	1,406,873	0
QURATE RETAIL INC	COM SER A	74915M100	0	0	SH		SOLE		0	0	0
R1 RCM INC	COM	749397105	307	12,800	SH		OTR	1	0	12,800	0
R1 RCM INC	COM	749397105	72	3,000	SH		SOLE		3,000	0	0
RADIAN GROUP INC	COM	750236101	233	11,500	SH		SOLE		11,500	0	0
RADIAN GROUP INC	COM	750236101	974	48,100	SH		OTR	1	0	48,100	0
RALPH LAUREN CORP	CL A	751212101	728	7,016	SH		OTR	1	0	7,016	0
RALPH LAUREN CORP	CL A	751212101	95	919	SH		SOLE		919	0	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	731	648,000	PRN		SOLE		648,000	0	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	18,680	16,548,000	PRN		OTR	1	0	16,548,000	0
RANGE RES CORP	COM	75281A109	16	2,400	SH		SOLE		2,400	0	0
RANGE RES CORP	COM	75281A109	71	10,600	SH		OTR	1	0	10,600	0
RAPID7 INC	COM	753422104	153	1,700	SH		SOLE		1,700	0	0
RAPID7 INC	COM	753422104	649	7,200	SH		OTR	1	0	7,200	0
RAPID7 INC	NOTE 1.250% 8/0	753422AB0	120	55,000	PRN		SOLE		55,000	0	0
RAYMOND JAMES FINL INC	COM	754730109	1,238	12,939	SH		OTR	5	0	12,939	0
RAYMOND JAMES FINL INC	COM	754730109	627	6,557	SH		SOLE		6,557	0	0
RAYMOND JAMES FINL INC	COM	754730109	15,248	159,384	SH		OTR	1	0	159,384	0
RAYTHEON TECHNOLOGIES CORP	COM	75513E101	20,454	286,025	SH		OTR	1	0	286,025	0
RAYTHEON TECHNOLOGIES CORP	COM	75513E101	871	12,182	SH		OTR	5	0	12,182	0
RAYTHEON TECHNOLOGIES CORP	COM	75513E101	2,423	33,886	SH		SOLE		33,886	0	0
RBB BANCORP	COM	74930B105	135	8,800	SH		SOLE		8,800	0	0
RBB BANCORP	COM	74930B105	588	38,200	SH		OTR	1	0	38,200	0
RCI HOSPITALITY HLDGS INC	COM	74934Q108	256	6,500	SH		OTR	1	0	6,500	0
RCI HOSPITALITY HLDGS INC	COM	74934Q108	63	1,600	SH		SOLE		1,600	0	0
RE MAX HLDGS INC	CL A	75524W108	160	4,400	SH		OTR	1	0	4,400	0
RE MAX HLDGS INC	CL A	75524W108	40	1,100	SH		SOLE		1,100	0	0
REALOGY HLDGS CORP	COM	75605Y106	2,195	167,300	SH		OTR	1	0	167,300	0
REALOGY HLDGS CORP	COM	75605Y106	526	40,100	SH		SOLE		40,100	0	0
REALPAGE INC	NOTE 1.500%11/1	75606NAB5	157	75,000	PRN		SOLE		75,000	0	0
REALTY INCOME CORP	COM	756109104	6,298	101,298	SH		OTR	1	0	101,298	0
REALTY INCOME CORP	COM	756109104	478	7,694	SH		SOLE		7,694	0	0
RED ROCK RESORTS INC	CL A	75700L108	135	5,400	SH		SOLE		5,400	0	0
RED ROCK RESORTS INC	CL A	75700L108	576	23,000	SH		OTR	1	0	23,000	0
REDFIN CORP	COM	75737F108	1,386	20,200	SH		OTR	1	0	20,200	0
REDFIN CORP	COM	75737F108	336	4,900	SH		SOLE		4,900	0	0
REDWOOD TR INC	NOTE 4.750% 8/1	758075AC9	76	80,000	PRN		SOLE		80,000	0	0
REGAL BELOIT CORP	COM	758750103	253	2,061	SH		SOLE		2,061	0	0
REGAL BELOIT CORP	COM	758750103	12,041	98,042	SH		OTR	1	0	98,042	0
REGAL BELOIT CORP	COM	758750103	1,170	9,530	SH		OTR	5	0	9,530	0
REGENCY CTRS CORP	COM	758849103	1,808	39,648	SH		OTR	1	0	39,648	0
REGENCY CTRS CORP	COM	758849103	6	134	SH		OTR	5	0	134	0
REGENCY CTRS CORP	COM	758849103	137	3,007	SH		SOLE		3,007	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	663	1,372	SH		OTR	5	0	1,372	0
REGENERON PHARMACEUTICALS	COM	75886F107	21,308	44,106	SH		OTR	1	0	44,106	0
REGENERON PHARMACEUTICALS	COM	75886F107	1,204	2,493	SH		SOLE		2,493	0	0
REGENXBIO INC	COM	75901B107	2,523	55,612	SH		OTR	1	0	55,612	0
REGENXBIO INC	COM	75901B107	601	13,257	SH		SOLE		13,257	0	0
REGIONS FINANCIAL CORP NEW	COM	7591EP100	355	22,001	SH		SOLE		22,001	0	0
REGIONS FINANCIAL CORP NEW	COM	7591EP100	2,253	139,756	SH		OTR	1	0	139,756	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	157	1,313	SH		SOLE		1,313	0	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	8,270	69,061	SH		OTR	1	0	69,061	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	2	17	SH		OTR	5	0	17	0
RELIANT BANCORP INC	COM	75956B101	209	11,200	SH		OTR	1	0	11,200	0
RELIANT BANCORP INC	COM	75956B101	48	2,600	SH		SOLE		2,600	0	0
RENEWABLE ENERGY GROUP INC	COM NEW	75972A301	227	3,200	SH		SOLE		3,200	0	0
RENEWABLE ENERGY GROUP INC	COM NEW	75972A301	970	13,700	SH		OTR	1	0	13,700	0
RENT A CTR INC NEW	COM	76009N100	2,458	64,200	SH		OTR	1	0	64,200	0
RENT A CTR INC NEW	COM	76009N100	582	15,200	SH		SOLE		15,200	0	0
REPUBLIC BANCORP INC KY	CL A	760281204	174	4,811	SH		SOLE		4,811	0	0
REPUBLIC BANCORP INC KY	CL A	760281204	726	20,131	SH		OTR	1	0	20,131	0
REPUBLIC SVCS INC	COM	760759100	8	81	SH		OTR	5	0	81	0
REPUBLIC SVCS INC	COM	760759100	5,892	61,183	SH		OTR	1	0	61,183	0
REPUBLIC SVCS INC	COM	760759100	416	4,320	SH		SOLE		4,320	0	0
RESIDEO TECHNOLOGIES INC	COM	76118Y104	189	8,900	SH		SOLE		8,900	0	0
RESIDEO TECHNOLOGIES INC	COM	76118Y104	772	36,300	SH		OTR	1	0	36,300	0
RESMED INC	COM	761152107	677	3,185	SH		SOLE		3,185	0	0
RESMED INC	COM	761152107	4,504	21,188	SH		OTR	1	0	21,188	0
RETAIL OPPORTUNITY INVTS COR	COM	76131N101	19	1,400	SH		SOLE		1,400	0	0
RETAIL OPPORTUNITY INVTS COR	COM	76131N101	155	11,600	SH		OTR	1	0	11,600	0
RETAIL PPTYS AMER INC	CL A	76131V202	242	28,300	SH		OTR	1	0	28,300	0
RETAIL PPTYS AMER INC	CL A	76131V202	58	6,800	SH		SOLE		6,800	0	0
REVANCE THERAPEUTICS INC	COM	761330109	40	1,400	SH		SOLE		1,400	0	0
REVANCE THERAPEUTICS INC	COM	761330109	173	6,100	SH		OTR	1	0	6,100	0
REXFORD INDL RLTY INC	COM	76169C100	0	0	SH		SOLE		0	0	0
REXFORD INDL RLTY INC	COM	76169C100	872	17,756	SH		OTR	1	0	17,756	0
REXNORD CORP	COM	76169B102	3,404	86,200	SH		OTR	1	0	86,200	0
REXNORD CORP	COM	76169B102	817	20,700	SH		SOLE		20,700	0	0
RH	COM	74967X103	582	1,300	SH		SOLE		1,300	0	0
RH	COM	74967X103	2,417	5,400	SH		OTR	1	0	5,400	0
RHYTHM PHARMACEUTICALS INC	COM	76243J105	342	11,500	SH		OTR	1	0	11,500	0
RHYTHM PHARMACEUTICALS INC	COM	76243J105	83	2,800	SH		SOLE		2,800	0	0
RIBBON COMMUNICATIONS INC	COM	762544104	150	22,900	SH		SOLE		22,900	0	0
RIBBON COMMUNICATIONS INC	COM	762544104	621	94,700	SH		OTR	1	0	94,700	0
RIMINI STR INC DEL	COM	76674Q107	130	29,300	SH		SOLE		29,300	0	0
RIMINI STR INC DEL	COM	76674Q107	536	121,000	SH		OTR	1	0	121,000	0
RINGCENTRAL INC	CL A	76680R206	5,226	13,790	SH		OTR	1	0	13,790	0
RINGCENTRAL INC	CL A	76680R206	99	261	SH		SOLE		261	0	0
RINGCENTRAL INC	NOTE 3/1	76680RAD9	9,518	2,047,000	PRN		DFND	1	0	2,047,000	0
RINGCENTRAL INC	NOTE 3/1	76680RAD9	139	30,000	PRN		OTR	4	0	30,000	0
RINGCENTRAL INC	NOTE 3/1	76680RAD9	749	161,000	PRN		SOLE		161,000	0	0
RLJ LODGING TR	COM	74965L101	807	57,000	SH		OTR	1	0	57,000	0
RLJ LODGING TR	COM	74965L101	194	13,700	SH		SOLE		13,700	0	0
RMR GROUP INC	CL A	74967R106	85	2,200	SH		SOLE		2,200	0	0
RMR GROUP INC	CL A	74967R106	355	9,200	SH		OTR	1	0	9,200	0
ROBERT HALF INTL INC	COM	770323103	5,510	88,184	SH		OTR	1	0	88,184	0
ROBERT HALF INTL INC	COM	770323103	1,000	16,001	SH		OTR	5	0	16,001	0
ROBERT HALF INTL INC	COM	770323103	245	3,922	SH		SOLE		3,922	0	0
ROCKET COS INC	COM CL A	77311W101	0	0	SH		SOLE		0	0	0
ROCKET COS INC	COM CL A	77311W101	1,377	68,079	SH		OTR	1	0	68,079	0
ROCKWELL AUTOMATION INC	COM	773903109	4,240	16,906	SH		OTR	1	0	16,906	0
ROCKWELL AUTOMATION INC	COM	773903109	656	2,617	SH		SOLE		2,617	0	0
ROCKY BRANDS INC	COM	774515100	373	13,279	SH		SOLE		13,279	0	0
ROCKY BRANDS INC	COM	774515100	1,556	55,445	SH		OTR	1	0	55,445	0
ROGERS CORP	COM	775133101	311	2,000	SH		OTR	1	0	2,000	0
ROGERS CORP	COM	775133101	78	500	SH		SOLE		500	0	0
ROKU INC	COM CL A	77543R102	81	244	SH		SOLE		244	0	0
ROKU INC	COM CL A	77543R102	6,199	18,670	SH		OTR	1	0	18,670	0
ROLLINS INC	COM	775711104	165	4,229	SH		SOLE		4,229	0	0
ROLLINS INC	COM	775711104	1,258	32,191	SH		OTR	1	0	32,191	0
ROPER TECHNOLOGIES INC	COM	776696106	7,782	18,052	SH		OTR	1	0	18,052	0
ROPER TECHNOLOGIES INC	COM	776696106	992	2,301	SH		SOLE		2,301	0	0
ROSS STORES INC	COM	778296103	7,973	64,923	SH		OTR	1	0	64,923	0
ROSS STORES INC	COM	778296103	969	7,893	SH		SOLE		7,893	0	0
RPM INTL INC	COM	749685103	1,174	12,934	SH		OTR	1	0	12,934	0
RPM INTL INC	COM	749685103	64	700	SH		SOLE		700	0	0
RUSH ENTERPRISES INC	CL A	781846209	683	16,500	SH		SOLE		16,500	0	0
RUSH ENTERPRISES INC	CL A	781846209	2,854	68,900	SH		OTR	1	0	68,900	0
RUSH ENTERPRISES INC	CL B	781846308	513	13,550	SH		OTR	1	0	13,550	0
RUSH ENTERPRISES INC	CL B	781846308	119	3,150	SH		SOLE		3,150	0	0
RYDER SYS INC	COM	783549108	6,341	102,669	SH		OTR	1	0	102,669	0
RYDER SYS INC	COM	783549108	156	2,519	SH		SOLE		2,519	0	0
RYERSON HLDG CORP	COM	783754104	423	31,000	SH		SOLE		31,000	0	0
RYERSON HLDG CORP	COM	783754104	1,768	129,600	SH		OTR	1	0	129,600	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	1,545	22,800	SH		OTR	1	0	22,800	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	373	5,500	SH		SOLE		5,500	0	0
S&P GLOBAL INC	COM	78409V104	72	220	SH		OTR	5	0	220	0
S&P GLOBAL INC	COM	78409V104	1,706	5,191	SH		SOLE		5,191	0	0
S&P GLOBAL INC	COM	78409V104	13,470	40,977	SH		OTR	1	0	40,977	0
SABRA HEALTH CARE REIT INC	COM	78573L106	393	22,600	SH		SOLE		22,600	0	0
SABRA HEALTH CARE REIT INC	COM	78573L106	1,673	96,300	SH		OTR	1	0	96,300	0
SAILPOINT TECHNOLOGIES HLDGS	COM	78781P105	160	3,000	SH		SOLE		3,000	0	0
SAILPOINT TECHNOLOGIES HLDGS	COM	78781P105	681	12,800	SH		OTR	1	0	12,800	0
SAILPOINT TECHNOLOGIES HLDGS	NOTE 0.125% 9/1	78781PAB1	342	175,000	PRN		SOLE		175,000	0	0
SALESFORCE COM INC	COM	79466L302	1,630	7,325	SH		OTR	5	0	7,325	0
SALESFORCE COM INC	COM	79466L302	51,603	231,894	SH		OTR	1	0	231,894	0
SALESFORCE COM INC	COM	79466L302	4,682	21,042	SH		SOLE		21,042	0	0
SANGAMO THERAPEUTICS INC	COM	800677106	417	26,749	SH		SOLE		26,749	0	0
SANGAMO THERAPEUTICS INC	COM	800677106	1,733	111,033	SH		OTR	1	0	111,033	0
SANMINA CORPORATION	COM	801056102	2,247	70,447	SH		OTR	1	0	70,447	0
SANMINA CORPORATION	COM	801056102	540	16,928	SH		SOLE		16,928	0	0
SAREPTA THERAPEUTICS INC	DBCV 1.500%11/1	803607AB6	331	135,000	PRN		SOLE		135,000	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	844	2,992	SH		SOLE		2,992	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	7,040	24,952	SH		OTR	1	0	24,952	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	252	893	SH		OTR	5	0	893	0
SCANSOURCE INC	COM	806037107	359	13,600	SH		SOLE		13,600	0	0
SCANSOURCE INC	COM	806037107	1,496	56,700	SH		OTR	1	0	56,700	0
SCHLUMBERGER LTD	COM	806857108	6,961	318,856	SH		OTR	1	0	318,856	0
SCHLUMBERGER LTD	COM	806857108	706	32,335	SH		SOLE		32,335	0	0
SCHLUMBERGER LTD	COM	806857108	288	13,179	SH		OTR	5	0	13,179	0
SCHNEIDER NATIONAL INC	CL B	80689H102	68	3,303	SH		SOLE		3,303	0	0
SCHNEIDER NATIONAL INC	CL B	80689H102	8,726	421,531	SH		OTR	1	0	421,531	0
SCHNITZER STEEL INDS INC	CL A	806882106	495	15,500	SH		SOLE		15,500	0	0
SCHNITZER STEEL INDS INC	CL A	806882106	2,061	64,600	SH		OTR	1	0	64,600	0
SCHRODINGER INC	COM	80810D103	1,362	17,200	SH		OTR	1	0	17,200	0
SCHRODINGER INC	COM	80810D103	333	4,200	SH		SOLE		4,200	0	0
SCHWAB CHARLES CORP	COM	808513105	1,685	31,776	SH		SOLE		31,776	0	0
SCHWAB CHARLES CORP	COM	808513105	13,125	247,454	SH		OTR	1	0	247,454	0
SCIENCE APPLICATIONS INTL CO	COM	808625107	773	8,168	SH		OTR	1	0	8,168	0
SCIENCE APPLICATIONS INTL CO	COM	808625107	0	0	SH		SOLE		0	0	0
SCIENTIFIC GAMES CORP	COM	80874P109	1,241	29,900	SH		OTR	1	0	29,900	0
SCIENTIFIC GAMES CORP	COM	80874P109	299	7,200	SH		SOLE		7,200	0	0
SEAGEN INC	COM	81181C104	94	535	SH		SOLE		535	0	0
SEAGEN INC	COM	81181C104	7,991	45,627	SH		OTR	1	0	45,627	0
SEALED AIR CORP NEW	COM	81211K100	1,034	22,578	SH		OTR	1	0	22,578	0
SEALED AIR CORP NEW	COM	81211K100	136	2,962	SH		SOLE		2,962	0	0
SELECT MED HLDGS CORP	COM	81619Q105	882	31,900	SH		SOLE		31,900	0	0
SELECT MED HLDGS CORP	COM	81619Q105	3,684	133,200	SH		OTR	1	0	133,200	0
SEMPRA ENERGY	COM	816851109	778	6,109	SH		SOLE		6,109	0	0
SEMPRA ENERGY	COM	816851109	6,538	51,318	SH		OTR	1	0	51,318	0
SEMTECH CORP	COM	816850101	2,055	28,500	SH		OTR	1	0	28,500	0
SEMTECH CORP	COM	816850101	483	6,700	SH		SOLE		6,700	0	0
SENECA FOODS CORP NEW	CL A	817070501	259	6,500	SH		SOLE		6,500	0	0
SENECA FOODS CORP NEW	CL A	817070501	1,064	26,667	SH		OTR	1	0	26,667	0
SERVICE PPTYS TR	COM SH BEN INT	81761L102	1,548	134,700	SH		OTR	1	0	134,700	0
SERVICE PPTYS TR	COM SH BEN INT	81761L102	364	31,700	SH		SOLE		31,700	0	0
SERVICENOW INC	COM	81762P102	35,439	64,384	SH		OTR	1	0	64,384	0
SERVICENOW INC	COM	81762P102	2,627	4,772	SH		SOLE		4,772	0	0
SERVICENOW INC	COM	81762P102	805	1,462	SH		OTR	5	0	1,462	0
SHERWIN WILLIAMS CO	COM	824348106	1,304	1,775	SH		SOLE		1,775	0	0
SHERWIN WILLIAMS CO	COM	824348106	8,786	11,955	SH		OTR	1	0	11,955	0
SHOCKWAVE MED INC	COM	82489T104	373	3,600	SH		OTR	1	0	3,600	0
SHOCKWAVE MED INC	COM	82489T104	93	900	SH		SOLE		900	0	0
SHOPIFY INC	NOTE 0.125%11/0	82509LAA5	31,573	26,700,000	PRN		OTR	1	0	26,700,000	0
SHOPIFY INC	NOTE 0.125%11/0	82509LAA5	2,345	1,983,000	PRN		SOLE		1,983,000	0	0
SHUTTERSTOCK INC	COM	825690100	961	13,400	SH		OTR	1	0	13,400	0
SHUTTERSTOCK INC	COM	825690100	229	3,200	SH		SOLE		3,200	0	0
SIERRA BANCORP	COM	82620P102	117	4,900	SH		SOLE		4,900	0	0
SIERRA BANCORP	COM	82620P102	490	20,500	SH		OTR	1	0	20,500	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	264	1,954	SH		SOLE		1,954	0	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	1,146	8,472	SH		OTR	5	0	8,472	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	12,570	92,911	SH		OTR	1	0	92,911	0
SILICON LABORATORIES INC	COM	826919102	1,974	15,500	SH		OTR	1	0	15,500	0
SILICON LABORATORIES INC	COM	826919102	471	3,700	SH		SOLE		3,700	0	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	2,696	1,962,000	PRN		DFND	1	0	1,962,000	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	38	28,000	PRN		OTR	4	0	28,000	0
SIMON PPTY GROUP INC NEW	COM	828806109	608	7,134	SH		SOLE		7,134	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	5,867	68,793	SH		OTR	1	0	68,793	0
SIMPLY GOOD FOODS CO	COM	82900L102	307	9,800	SH		OTR	1	0	9,800	0
SIMPLY GOOD FOODS CO	COM	82900L102	72	2,300	SH		SOLE		2,300	0	0
SIMPSON MANUFACTURING CO INC	COM	829073105	897	9,600	SH		SOLE		9,600	0	0
SIMPSON MANUFACTURING CO INC	COM	829073105	3,738	40,000	SH		OTR	1	0	40,000	0
SITE CTRS CORP	COM	82981J109	73	7,200	SH		SOLE		7,200	0	0
SITE CTRS CORP	COM	82981J109	306	30,200	SH		OTR	1	0	30,200	0
SITEONE LANDSCAPE SUPPLY INC	COM	82982L103	365	2,300	SH		SOLE		2,300	0	0
SITEONE LANDSCAPE SUPPLY INC	COM	82982L103	1,523	9,600	SH		OTR	1	0	9,600	0
SJW GROUP	COM	784305104	229	3,300	SH		OTR	1	0	3,300	0
SJW GROUP	COM	784305104	55	800	SH		SOLE		800	0	0
SKYWEST INC	COM	830879102	40	1,000	SH		SOLE		1,000	0	0
SKYWEST INC	COM	830879102	173	4,300	SH		OTR	1	0	4,300	0
SKYWORKS SOLUTIONS INC	COM	83088M102	561	3,672	SH		SOLE		3,672	0	0
SKYWORKS SOLUTIONS INC	COM	83088M102	4,453	29,130	SH		OTR	1	0	29,130	0
SL GREEN RLTY CORP	COM	78440X101	83	1,390	SH		SOLE		1,390	0	0
SL GREEN RLTY CORP	COM	78440X101	828	13,901	SH		OTR	1	0	13,901	0
SLEEP NUMBER CORP	COM	83125X103	1,424	17,400	SH		OTR	1	0	17,400	0
SLEEP NUMBER CORP	COM	83125X103	336	4,100	SH		SOLE		4,100	0	0
SLM CORP	COM	78442P106	821	66,256	SH		OTR	5	0	66,256	0
SLM CORP	COM	78442P106	18,405	1,485,445	SH		OTR	1	0	1,485,445	0
SLM CORP	COM	78442P106	232	18,698	SH		SOLE		18,698	0	0
SMARTFINANCIAL INC	COM NEW	83190L208	495	27,264	SH		OTR	1	0	27,264	0
SMARTFINANCIAL INC	COM NEW	83190L208	116	6,401	SH		SOLE		6,401	0	0
SMITH A O CORP	COM	831865209	141	2,581	SH		SOLE		2,581	0	0
SMITH A O CORP	COM	831865209	2,863	52,231	SH		OTR	1	0	52,231	0
SMUCKER J M CO	COM NEW	832696405	297	2,568	SH		SOLE		2,568	0	0
SMUCKER J M CO	COM NEW	832696405	1,919	16,602	SH		OTR	1	0	16,602	0
SNAP INC	NOTE 0.750% 8/0	83304AAB2	3,284	1,448,000	PRN		SOLE		1,448,000	0	0
SNAP INC	NOTE 0.750% 8/0	83304AAB2	37,299	16,446,000	PRN		OTR	1	0	16,446,000	0
SNAP ON INC	COM	833034101	1,350	7,889	SH		OTR	1	0	7,889	0
SNAP ON INC	COM	833034101	177	1,033	SH		SOLE		1,033	0	0
SONOS INC	COM	83570H108	1,167	49,900	SH		OTR	1	0	49,900	0
SONOS INC	COM	83570H108	276	11,800	SH		SOLE		11,800	0	0
SORRENTO THERAPEUTICS INC	COM NEW	83587F202	125	18,300	SH		SOLE		18,300	0	0
SORRENTO THERAPEUTICS INC	COM NEW	83587F202	521	76,300	SH		OTR	1	0	76,300	0
SOUTH PLAINS FINANCIAL INC	COM	83946P107	97	5,100	SH		SOLE		5,100	0	0
SOUTH PLAINS FINANCIAL INC	COM	83946P107	385	20,300	SH		OTR	1	0	20,300	0
SOUTH ST CORP	COM	840441109	224	3,100	SH		SOLE		3,100	0	0
SOUTH ST CORP	COM	840441109	940	13,000	SH		OTR	1	0	13,000	0
SOUTHERN CO	COM	842587107	11,656	189,741	SH		OTR	1	0	189,741	0
SOUTHERN CO	COM	842587107	1,412	22,986	SH		SOLE		22,986	0	0
SOUTHERN CO	COM	842587107	302	4,917	SH		OTR	5	0	4,917	0
SOUTHERN COPPER CORP	COM	84265V105	0	0	SH		SOLE		0	0	0
SOUTHERN COPPER CORP	COM	84265V105	1,509	23,177	SH		OTR	1	0	23,177	0
SOUTHERN NATL BANCORP OF VA	COM	843395104	609	50,300	SH		OTR	1	0	50,300	0
SOUTHERN NATL BANCORP OF VA	COM	843395104	139	11,500	SH		SOLE		11,500	0	0
SOUTHWEST AIRLS CO	COM	844741108	4,003	85,892	SH		OTR	1	0	85,892	0
SOUTHWEST AIRLS CO	COM	844741108	525	11,253	SH		SOLE		11,253	0	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	65,981	45,270,000	PRN		OTR	1	0	45,270,000	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	5,713	3,920,000	PRN		SOLE		3,920,000	0	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	121	83,000	PRN		OTR	4	0	83,000	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	8,635	5,945,000	PRN		DFND	1	0	5,945,000	0
SOUTHWEST GAS HOLDINGS INC	COM	844895102	705	11,600	SH		SOLE		11,600	0	0
SOUTHWEST GAS HOLDINGS INC	COM	844895102	2,959	48,700	SH		OTR	1	0	48,700	0
SOUTHWESTERN ENERGY CO	COM	845467109	950	318,900	SH		OTR	1	0	318,900	0
SOUTHWESTERN ENERGY CO	COM	845467109	229	77,000	SH		SOLE		77,000	0	0
SPARTANNASH CO	COM	847215100	202	11,600	SH		SOLE		11,600	0	0
SPARTANNASH CO	COM	847215100	858	49,300	SH		OTR	1	0	49,300	0
SPDR GOLD TR	GOLD SHS	78463V107	0	0	SH		SOLE		0	0	0
SPDR GOLD TR	GOLD SHS	78463V107	31,710	177,786	SH		OTR	1	0	177,786	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	674,239	1,803,358	SH		OTR	3	0	1,803,358	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	13,807	36,930	SH		SOLE		36,930	0	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	2,802	7,494	SH		OTR	5	0	7,494	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	24,037	64,291	SH		OTR	1	0	64,291	0
SPDR SER TR	BLMBRG BRC CNVRT	78464A359	44	534	SH		SOLE		534	0	0
SPDR SER TR	BLMBRG BRC CNVRT	78464A359	1,170	14,135	SH		DFND	1	0	14,135	0
SPIRIT AIRLS INC	COM	848577102	359	14,700	SH		OTR	1	0	14,700	0
SPIRIT AIRLS INC	COM	848577102	86	3,500	SH		SOLE		3,500	0	0
SPIRIT RLTY CAP INC NEW	NOTE 3.750% 5/1	84860WAB8	213	210,000	PRN		SOLE		210,000	0	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	37,136	28,356,000	PRN		OTR	1	0	28,356,000	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	2,996	2,288,000	PRN		SOLE		2,288,000	0	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	99	73,000	PRN		OTR	4	0	73,000	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	6,683	4,936,000	PRN		DFND	1	0	4,936,000	0
SPORTSMANS WHSE HLDGS INC	COM	84920Y106	270	15,400	SH		SOLE		15,400	0	0
SPORTSMANS WHSE HLDGS INC	COM	84920Y106	1,143	65,100	SH		OTR	1	0	65,100	0
SPS COMMERCE INC	COM	78463M107	897	8,264	SH		SOLE		8,264	0	0
SPS COMMERCE INC	COM	78463M107	3,758	34,608	SH		OTR	1	0	34,608	0
SPX CORP	COM	784635104	796	14,600	SH		OTR	1	0	14,600	0
SPX CORP	COM	784635104	196	3,600	SH		SOLE		3,600	0	0
SQUARE INC	CL A	852234103	261	1,200	SH		OTR	1	0	1,200	0
SQUARE INC	CL A	852234103	275	1,263	SH		SOLE		1,263	0	0
SQUARE INC	NOTE 0.375% 3/0	852234AB9	237	25,000	PRN		SOLE		25,000	0	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	8,870	3,168,000	PRN		DFND	1	0	3,168,000	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	134	48,000	PRN		OTR	4	0	48,000	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	13,595	4,849,000	PRN		OTR	1	0	4,849,000	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	2,049	731,000	PRN		SOLE		731,000	0	0
SS&C TECHNOLOGIES HLDGS INC	COM	78467J100	7,403	101,760	SH		OTR	1	0	101,760	0
SS&C TECHNOLOGIES HLDGS INC	COM	78467J100	65	900	SH		SOLE		900	0	0
STAAR SURGICAL CO	COM PAR $0.01	852312305	119	1,500	SH		SOLE		1,500	0	0
STAAR SURGICAL CO	COM PAR $0.01	852312305	499	6,300	SH		OTR	1	0	6,300	0
STAG INDL INC	COM	85254J102	520	16,600	SH		OTR	1	0	16,600	0
STAG INDL INC	COM	85254J102	125	4,000	SH		SOLE		4,000	0	0
STAMPS COM INC	COM NEW	852857200	3,276	16,700	SH		OTR	1	0	16,700	0
STAMPS COM INC	COM NEW	852857200	785	4,000	SH		SOLE		4,000	0	0
STANDARD MTR PRODS INC	COM	853666105	534	13,200	SH		SOLE		13,200	0	0
STANDARD MTR PRODS INC	COM	853666105	2,246	55,500	SH		OTR	1	0	55,500	0
STANDEX INTL CORP	COM	854231107	1,016	13,100	SH		OTR	1	0	13,100	0
STANDEX INTL CORP	COM	854231107	240	3,100	SH		SOLE		3,100	0	0
STANLEY BLACK & DECKER INC	COM	854502101	4,163	23,313	SH		OTR	1	0	23,313	0
STANLEY BLACK & DECKER INC	COM	854502101	636	3,560	SH		SOLE		3,560	0	0
STANLEY BLACK & DECKER INC	UNIT 11/15/2022	854502846	4,850	44,200	SH		SOLE		44,200	0	0
STANLEY BLACK & DECKER INC	UNIT 11/15/2022	854502846	32,612	297,200	SH		OTR	1	0	297,200	0
STARBUCKS CORP	COM	855244109	2,786	26,039	SH		SOLE		26,039	0	0
STARBUCKS CORP	COM	855244109	19,990	186,860	SH		OTR	1	0	186,860	0
STARWOOD PPTY TR INC	COM	85571B105	0	0	SH		SOLE		0	0	0
STARWOOD PPTY TR INC	COM	85571B105	1,405	72,811	SH		OTR	1	0	72,811	0
STATE STR CORP	COM	857477103	14,792	203,240	SH		OTR	1	0	203,240	0
STATE STR CORP	COM	857477103	930	12,781	SH		SOLE		12,781	0	0
STATE STR CORP	COM	857477103	1,369	18,809	SH		OTR	5	0	18,809	0
STEEL DYNAMICS INC	COM	858119100	1,490	40,419	SH		OTR	1	0	40,419	0
STEEL DYNAMICS INC	COM	858119100	141	3,826	SH		SOLE		3,826	0	0
STEPAN CO	COM	858586100	644	5,400	SH		SOLE		5,400	0	0
STEPAN CO	COM	858586100	2,697	22,600	SH		OTR	1	0	22,600	0
STERLING CONSTR INC	COM	859241101	93	5,000	SH		SOLE		5,000	0	0
STERLING CONSTR INC	COM	859241101	389	20,926	SH		OTR	1	0	20,926	0
STEWART INFORMATION SVCS COR	COM	860372101	2,764	57,162	SH		OTR	1	0	57,162	0
STEWART INFORMATION SVCS COR	COM	860372101	663	13,718	SH		SOLE		13,718	0	0
STIFEL FINL CORP	COM	860630102	3,467	68,700	SH		OTR	1	0	68,700	0
STIFEL FINL CORP	COM	860630102	835	16,550	SH		SOLE		16,550	0	0
STITCH FIX INC	COM CL A	860897107	440	7,500	SH		OTR	1	0	7,500	0
STITCH FIX INC	COM CL A	860897107	106	1,800	SH		SOLE		1,800	0	0
STONEX GROUP INC	COM	861896108	2,126	36,719	SH		OTR	1	0	36,719	0
STONEX GROUP INC	COM	861896108	510	8,800	SH		SOLE		8,800	0	0
STORE CAP CORP	COM	862121100	0	0	SH		SOLE		0	0	0
STORE CAP CORP	COM	862121100	766	22,554	SH		OTR	1	0	22,554	0
STRYKER CORPORATION	COM	863667101	1,752	7,149	SH		SOLE		7,149	0	0
STRYKER CORPORATION	COM	863667101	12,994	53,029	SH		OTR	1	0	53,029	0
SUN CMNTYS INC	COM	866674104	30	200	SH		SOLE		200	0	0
SUN CMNTYS INC	COM	866674104	2,178	14,333	SH		OTR	1	0	14,333	0
SUNCOKE ENERGY INC	COM	86722A103	297	68,200	SH		SOLE		68,200	0	0
SUNCOKE ENERGY INC	COM	86722A103	1,239	284,900	SH		OTR	1	0	284,900	0
SUNNOVA ENERGY INTL INC.	COM	86745K104	3,962	87,800	SH		OTR	1	0	87,800	0
SUNNOVA ENERGY INTL INC.	COM	86745K104	948	21,000	SH		SOLE		21,000	0	0
SUNRUN INC	COM	86771W105	520	7,500	SH		SOLE		7,500	0	0
SUNRUN INC	COM	86771W105	2,179	31,400	SH		OTR	1	0	31,400	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	130	11,500	SH		SOLE		11,500	0	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	555	49,000	SH		OTR	1	0	49,000	0
SUPERIOR GROUP OF CO INC	COM	868358102	193	8,300	SH		OTR	1	0	8,300	0
SUPERIOR GROUP OF CO INC	COM	868358102	44	1,900	SH		SOLE		1,900	0	0
SUPERNUS PHARMACEUTICALS INC	COM	868459108	1,311	52,100	SH		OTR	1	0	52,100	0
SUPERNUS PHARMACEUTICALS INC	COM	868459108	304	12,100	SH		SOLE		12,100	0	0
SURMODICS INC	COM	868873100	100	2,300	SH		SOLE		2,300	0	0
SURMODICS INC	COM	868873100	435	10,000	SH		OTR	1	0	10,000	0
SVB FINANCIAL GROUP	COM	78486Q101	639	1,647	SH		SOLE		1,647	0	0
SVB FINANCIAL GROUP	COM	78486Q101	10,762	27,749	SH		OTR	1	0	27,749	0
SVMK INC	COM	78489X103	105	4,100	SH		SOLE		4,100	0	0
SVMK INC	COM	78489X103	447	17,500	SH		OTR	1	0	17,500	0
SYKES ENTERPRISES INC	COM	871237103	640	17,000	SH		SOLE		17,000	0	0
SYKES ENTERPRISES INC	COM	871237103	2,686	71,300	SH		OTR	1	0	71,300	0
SYNAPTICS INC	NOTE 0.500% 6/1	87157DAD1	159	115,000	PRN		SOLE		115,000	0	0
SYNCHRONY FINANCIAL	COM	87165B103	168	4,843	SH		OTR	5	0	4,843	0
SYNCHRONY FINANCIAL	COM	87165B103	563	16,213	SH		SOLE		16,213	0	0
SYNCHRONY FINANCIAL	COM	87165B103	7,045	202,968	SH		OTR	1	0	202,968	0
SYNEOS HEALTH INC	CL A	87166B102	388	5,700	SH		SOLE		5,700	0	0
SYNEOS HEALTH INC	CL A	87166B102	6,145	90,198	SH		OTR	1	0	90,198	0
SYNNEX CORP	COM	87162W100	0	0	SH		SOLE		0	0	0
SYNNEX CORP	COM	87162W100	5,159	63,347	SH		OTR	1	0	63,347	0
SYNOPSYS INC	COM	871607107	16,263	62,732	SH		OTR	1	0	62,732	0
SYNOPSYS INC	COM	871607107	833	3,213	SH		SOLE		3,213	0	0
SYNOVUS FINL CORP	COM NEW	87161C501	263	8,133	SH		SOLE		8,133	0	0
SYNOVUS FINL CORP	COM NEW	87161C501	9,573	295,736	SH		OTR	1	0	295,736	0
SYNOVUS FINL CORP	COM NEW	87161C501	1,131	34,941	SH		OTR	5	0	34,941	0
SYSCO CORP	COM	871829107	1,171	15,768	SH		SOLE		15,768	0	0
SYSCO CORP	COM	871829107	1,455	19,600	SH		OTR	5	0	19,600	0
SYSCO CORP	COM	871829107	23,181	312,160	SH		OTR	1	0	312,160	0
SYSTEMAX INC	COM	871851101	97	2,700	SH		SOLE		2,700	0	0
SYSTEMAX INC	COM	871851101	427	11,900	SH		OTR	1	0	11,900	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	10	91	SH		DFND	1	0	91	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	28,962	265,612	SH		OTR	1	0	265,612	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	21,729	199,275	SH		SOLE		199,275	0	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	26,381	126,962	SH		OTR	1	0	126,962	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	1,016	4,889	SH		OTR	5	0	4,889	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	625	3,009	SH		SOLE		3,009	0	0
TAL EDUCATION GROUP	SPONSORED ADS	874080104	122	1,700	SH		SOLE		1,700	0	0
TAL EDUCATION GROUP	SPONSORED ADS	874080104	629	8,800	SH		OTR	1	0	8,800	0
TALOS ENERGY INC	COM	87484T108	5,346	648,796	SH		SOLE		648,796	0	0
TALOS ENERGY INC	COM	87484T108	23,135	2,807,671	SH		OTR	1	0	2,807,671	0
TALOS ENERGY INC	COM	87484T108	51	6,187	SH		OTR	5	0	6,187	0
TAPESTRY INC	COM	876030107	445	14,330	SH		OTR	5	0	14,330	0
TAPESTRY INC	COM	876030107	5,607	180,395	SH		OTR	1	0	180,395	0
TAPESTRY INC	COM	876030107	369	11,866	SH		SOLE		11,866	0	0
TARGA RES CORP	COM	87612G101	0	0	SH		SOLE		0	0	0
TARGA RES CORP	COM	87612G101	1,948	73,848	SH		OTR	1	0	73,848	0
TARGET CORP	COM	87612E106	30,303	171,662	SH		OTR	1	0	171,662	0
TARGET CORP	COM	87612E106	2,348	13,301	SH		SOLE		13,301	0	0
TARGET CORP	COM	87612E106	1,862	10,550	SH		OTR	5	0	10,550	0
TEGNA INC	COM	87901J105	431	30,900	SH		SOLE		30,900	0	0
TEGNA INC	COM	87901J105	1,769	126,800	SH		OTR	1	0	126,800	0
TELADOC HEALTH INC	NOTE 1.375% 5/1	87918AAC9	153	41,000	PRN		OTR	4	0	41,000	0
TELADOC HEALTH INC	NOTE 1.375% 5/1	87918AAC9	35,264	9,432,000	PRN		OTR	1	0	9,432,000	0
TELADOC HEALTH INC	NOTE 1.375% 5/1	87918AAC9	2,561	685,000	PRN		SOLE		685,000	0	0
TELADOC HEALTH INC	NOTE 1.375% 5/1	87918AAC9	10,411	2,792,000	PRN		DFND	1	0	2,792,000	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	2,104	5,368	SH		OTR	1	0	5,368	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	315	803	SH		SOLE		803	0	0
TELEFLEX INCORPORATED	COM	879369106	8,585	20,859	SH		OTR	1	0	20,859	0
TELEFLEX INCORPORATED	COM	879369106	448	1,089	SH		SOLE		1,089	0	0
TENABLE HLDGS INC	COM	88025T102	528	10,100	SH		OTR	1	0	10,100	0
TENABLE HLDGS INC	COM	88025T102	125	2,400	SH		SOLE		2,400	0	0
TENET HEALTHCARE CORP	COM NEW	88033G407	4,137	103,600	SH		OTR	1	0	103,600	0
TENET HEALTHCARE CORP	COM NEW	88033G407	990	24,800	SH		SOLE		24,800	0	0
TENNANT CO	COM	880345103	2,375	33,848	SH		OTR	1	0	33,848	0
TENNANT CO	COM	880345103	571	8,142	SH		SOLE		8,142	0	0
TENNECO INC	CL A VTG COM STK	880349105	272	25,700	SH		SOLE		25,700	0	0
TENNECO INC	CL A VTG COM STK	880349105	1,134	107,000	SH		OTR	1	0	107,000	0
TERADATA CORP DEL	COM	88076W103	7,732	344,114	SH		OTR	1	0	344,114	0
TERADATA CORP DEL	COM	88076W103	51	2,250	SH		SOLE		2,250	0	0
TERADYNE INC	COM	880770102	2,897	24,164	SH		OTR	1	0	24,164	0
TERADYNE INC	COM	880770102	392	3,271	SH		SOLE		3,271	0	0
TERADYNE INC	NOTE 1.250%12/1	880770AG7	549	145,000	PRN		SOLE		145,000	0	0
TEREX CORP NEW	COM	880779103	258	7,400	SH		OTR	1	0	7,400	0
TEREX CORP NEW	COM	880779103	63	1,800	SH		SOLE		1,800	0	0
TERMINIX GLOBAL HOLDINGS INC	COM	88087E100	969	18,995	SH		OTR	1	0	18,995	0
TERMINIX GLOBAL HOLDINGS INC	COM	88087E100	0	0	SH		SOLE		0	0	0
TERRENO RLTY CORP	COM	88146M101	1,094	18,700	SH		OTR	1	0	18,700	0
TERRENO RLTY CORP	COM	88146M101	257	4,400	SH		SOLE		4,400	0	0
TESLA INC	COM	88160R101	3,677	5,211	SH		OTR	5	0	5,211	0
TESLA INC	COM	88160R101	12,465	17,664	SH		SOLE		17,664	0	0
TESLA INC	COM	88160R101	133,751	189,537	SH		OTR	1	0	189,537	0
TESLA INC	NOTE 1.250% 3/0	88160RAC5	10,985	1,121,000	PRN		SOLE		1,121,000	0	0
TESLA INC	NOTE 1.250% 3/0	88160RAC5	123,061	12,558,000	PRN		OTR	1	0	12,558,000	0
TESLA INC	NOTE 2.000% 5/1	88160RAG6	3,105	273,000	PRN		SOLE		273,000	0	0
TESLA INC	NOTE 2.375% 3/1	88160RAD3	19,224	1,786,000	PRN		DFND	1	0	1,786,000	0
TESLA INC	NOTE 2.375% 3/1	88160RAD3	291	27,000	PRN		OTR	4	0	27,000	0
TETRA TECH INC NEW	COM	88162G103	208	1,800	SH		SOLE		1,800	0	0
TETRA TECH INC NEW	COM	88162G103	868	7,500	SH		OTR	1	0	7,500	0
TEXAS CAP BANCSHARES INC	COM	88224Q107	54	900	SH		SOLE		900	0	0
TEXAS CAP BANCSHARES INC	COM	88224Q107	196	3,300	SH		OTR	1	0	3,300	0
TEXAS INSTRS INC	COM	882508104	3,274	19,949	SH		SOLE		19,949	0	0
TEXAS INSTRS INC	COM	882508104	24,005	146,259	SH		OTR	1	0	146,259	0
TEXAS INSTRS INC	COM	882508104	73	444	SH		OTR	5	0	444	0
TEXAS ROADHOUSE INC	COM	882681109	2,885	36,915	SH		OTR	1	0	36,915	0
TEXAS ROADHOUSE INC	COM	882681109	688	8,800	SH		SOLE		8,800	0	0
TEXTRON INC	COM	883203101	1,240	25,658	SH		OTR	5	0	25,658	0
TEXTRON INC	COM	883203101	14,176	293,313	SH		OTR	1	0	293,313	0
TEXTRON INC	COM	883203101	358	7,403	SH		SOLE		7,403	0	0
TG THERAPEUTICS INC	COM	88322Q108	749	14,400	SH		SOLE		14,400	0	0
TG THERAPEUTICS INC	COM	88322Q108	3,116	59,900	SH		OTR	1	0	59,900	0
THE ODP CORP	COM	88337F105	620	21,167	SH		SOLE		21,167	0	0
THE ODP CORP	COM	88337F105	2,601	88,756	SH		OTR	1	0	88,756	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	356	764	SH		OTR	5	0	764	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	4,232	9,085	SH		SOLE		9,085	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	32,926	70,691	SH		OTR	1	0	70,691	0
TIFFANY & CO NEW	COM	886547108	2,067	15,723	SH		OTR	1	0	15,723	0
TIFFANY & CO NEW	COM	886547108	298	2,266	SH		SOLE		2,266	0	0
TIMKEN CO	COM	887389104	11	143	SH		SOLE		143	0	0
TIMKEN CO	COM	887389104	600	7,752	SH		OTR	1	0	7,752	0
TJX COS INC NEW	COM	872540109	658	9,634	SH		OTR	5	0	9,634	0
TJX COS INC NEW	COM	872540109	1,838	26,908	SH		SOLE		26,908	0	0
TJX COS INC NEW	COM	872540109	21,046	308,182	SH		OTR	1	0	308,182	0
T-MOBILE US INC	COM	872590104	1,709	12,670	SH		SOLE		12,670	0	0
T-MOBILE US INC	COM	872590104	631	4,678	SH		OTR	5	0	4,678	0
T-MOBILE US INC	COM	872590104	14,846	110,091	SH		OTR	1	0	110,091	0
TOPBUILD CORP	COM	89055F103	166	900	SH		SOLE		900	0	0
TOPBUILD CORP	COM	89055F103	663	3,600	SH		OTR	1	0	3,600	0
TRACTOR SUPPLY CO	COM	892356106	411	2,921	SH		SOLE		2,921	0	0
TRACTOR SUPPLY CO	COM	892356106	4,891	34,789	SH		OTR	1	0	34,789	0
TRANSDIGM GROUP INC	COM	893641100	705	1,139	SH		SOLE		1,139	0	0
TRANSDIGM GROUP INC	COM	893641100	4,902	7,921	SH		OTR	1	0	7,921	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	69	135,000	PRN		SOLE		135,000	0	0
TRAVELERS COMPANIES INC	COM	89417E109	749	5,336	SH		SOLE		5,336	0	0
TRAVELERS COMPANIES INC	COM	89417E109	6,581	46,884	SH		OTR	1	0	46,884	0
TRAVERE THERAPEUTICS INC	COM	89422G107	393	14,427	SH		SOLE		14,427	0	0
TRAVERE THERAPEUTICS INC	COM	89422G107	1,599	58,673	SH		OTR	1	0	58,673	0
TRI POINTE GROUP INC	COM	87265H109	1,242	72,000	SH		OTR	1	0	72,000	0
TRI POINTE GROUP INC	COM	87265H109	300	17,400	SH		SOLE		17,400	0	0
TRIMAS CORP	COM NEW	896215209	63	2,000	SH		SOLE		2,000	0	0
TRIMAS CORP	COM NEW	896215209	263	8,300	SH		OTR	1	0	8,300	0
TRINET GROUP INC	COM	896288107	508	6,300	SH		SOLE		6,300	0	0
TRINET GROUP INC	COM	896288107	2,128	26,400	SH		OTR	1	0	26,400	0
TRIP COM GROUP LTD	ADS	89677Q107	51	1,500	SH		SOLE		1,500	0	0
TRIP COM GROUP LTD	ADS	89677Q107	378	11,200	SH		OTR	1	0	11,200	0
TRIPLE-S MGMT CORP	CL B	896749108	149	7,000	SH		SOLE		7,000	0	0
TRIPLE-S MGMT CORP	CL B	896749108	621	29,100	SH		OTR	1	0	29,100	0
TRUEBLUE INC	COM	89785X101	2,088	111,700	SH		OTR	1	0	111,700	0
TRUEBLUE INC	COM	89785X101	501	26,800	SH		SOLE		26,800	0	0
TRUIST FINL CORP	COM	89832Q109	598	12,484	SH		OTR	5	0	12,484	0
TRUIST FINL CORP	COM	89832Q109	1,464	30,544	SH		SOLE		30,544	0	0
TRUIST FINL CORP	COM	89832Q109	13,350	278,533	SH		OTR	1	0	278,533	0
TRUPANION INC	COM	898202106	467	3,900	SH		OTR	1	0	3,900	0
TRUPANION INC	COM	898202106	108	900	SH		SOLE		900	0	0
TRUSTCO BK CORP N Y	COM	898349105	41	6,200	SH		SOLE		6,200	0	0
TRUSTCO BK CORP N Y	COM	898349105	169	25,400	SH		OTR	1	0	25,400	0
TTEC HLDGS INC	COM	89854H102	1,276	17,500	SH		OTR	1	0	17,500	0
TTEC HLDGS INC	COM	89854H102	306	4,200	SH		SOLE		4,200	0	0
TUPPERWARE BRANDS CORP	COM	899896104	249	7,700	SH		SOLE		7,700	0	0
TUPPERWARE BRANDS CORP	COM	899896104	1,056	32,600	SH		OTR	1	0	32,600	0
TURNING POINT THERAPEUTICS I	COM	90041T108	585	4,800	SH		SOLE		4,800	0	0
TURNING POINT THERAPEUTICS I	COM	90041T108	2,413	19,800	SH		OTR	1	0	19,800	0
TURNING PT BRANDS INC	COM	90041L105	0	0	SH		SOLE		0	0	0
TURNING PT BRANDS INC	COM	90041L105	303	6,802	SH		OTR	1	0	6,802	0
TUTOR PERINI CORP	COM	901109108	583	45,000	SH		OTR	1	0	45,000	0
TUTOR PERINI CORP	COM	901109108	136	10,500	SH		SOLE		10,500	0	0
TWILIO INC	CL A	90138F102	158	466	SH		SOLE		466	0	0
TWILIO INC	CL A	90138F102	7,969	23,541	SH		OTR	1	0	23,541	0
TWILIO INC	NOTE 0.250% 6/0	90138FAB8	26,431	5,532,000	PRN		OTR	1	0	5,532,000	0
TWILIO INC	NOTE 0.250% 6/0	90138FAB8	3,024	633,000	PRN		SOLE		633,000	0	0
TWIST BIOSCIENCE CORP	COM	90184D100	565	4,000	SH		SOLE		4,000	0	0
TWIST BIOSCIENCE CORP	COM	90184D100	2,388	16,900	SH		OTR	1	0	16,900	0
TWITTER INC	COM	90184L102	939	17,339	SH		SOLE		17,339	0	0
TWITTER INC	COM	90184L102	6,745	124,567	SH		OTR	1	0	124,567	0
TWITTER INC	NOTE 0.250% 6/1	90184LAF9	333	275,000	PRN		SOLE		275,000	0	0
TWITTER INC	NOTE 1.000% 9/1	90184LAD4	260	255,000	PRN		SOLE		255,000	0	0
TWO HBRS INVT CORP	COM NEW	90187B408	25	3,900	SH		SOLE		3,900	0	0
TWO HBRS INVT CORP	COM NEW	90187B408	103	16,200	SH		OTR	1	0	16,200	0
TYLER TECHNOLOGIES INC	COM	902252105	379	868	SH		SOLE		868	0	0
TYLER TECHNOLOGIES INC	COM	902252105	2,561	5,868	SH		OTR	1	0	5,868	0
TYSON FOODS INC	CL A	902494103	732	11,360	SH		SOLE		11,360	0	0
TYSON FOODS INC	CL A	902494103	1,284	19,931	SH		OTR	5	0	19,931	0
TYSON FOODS INC	CL A	902494103	11,969	185,735	SH		OTR	1	0	185,735	0
UBER TECHNOLOGIES INC	COM	90353T100	1,370	26,854	SH		OTR	1	0	26,854	0
UBER TECHNOLOGIES INC	COM	90353T100	128	2,500	SH		SOLE		2,500	0	0
UDR INC	COM	902653104	339	8,824	SH		SOLE		8,824	0	0
UDR INC	COM	902653104	2,797	72,784	SH		OTR	1	0	72,784	0
UFP INDUSTRIES INC	COM	90278Q108	855	15,400	SH		SOLE		15,400	0	0
UFP INDUSTRIES INC	COM	90278Q108	3,561	64,100	SH		OTR	1	0	64,100	0
ULTA BEAUTY INC	COM	90384S303	2,354	8,198	SH		OTR	1	0	8,198	0
ULTA BEAUTY INC	COM	90384S303	366	1,275	SH		SOLE		1,275	0	0
ULTRA CLEAN HLDGS INC	COM	90385V107	2,626	84,300	SH		OTR	1	0	84,300	0
ULTRA CLEAN HLDGS INC	COM	90385V107	629	20,200	SH		SOLE		20,200	0	0
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	3,749	27,080	SH		OTR	1	0	27,080	0
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	899	6,491	SH		SOLE		6,491	0	0
ULTRALIFE CORP	COM	903899102	79	12,200	SH		OTR	1	0	12,200	0
ULTRALIFE CORP	COM	903899102	19	2,900	SH		SOLE		2,900	0	0
UMB FINL CORP	COM	902788108	1,932	28,000	SH		OTR	1	0	28,000	0
UMB FINL CORP	COM	902788108	462	6,700	SH		SOLE		6,700	0	0
UMPQUA HLDGS CORP	COM	904214103	1,881	124,244	SH		OTR	1	0	124,244	0
UMPQUA HLDGS CORP	COM	904214103	0	0	SH		SOLE		0	0	0
UNDER ARMOUR INC	CL A	904311107	471	27,434	SH		OTR	1	0	27,434	0
UNDER ARMOUR INC	CL A	904311107	78	4,554	SH		SOLE		4,554	0	0
UNDER ARMOUR INC	CL C	904311206	421	28,319	SH		OTR	1	0	28,319	0
UNDER ARMOUR INC	CL C	904311206	39	2,605	SH		SOLE		2,605	0	0
UNION PAC CORP	COM	907818108	21,830	104,842	SH		OTR	1	0	104,842	0
UNION PAC CORP	COM	907818108	3,051	14,655	SH		SOLE		14,655	0	0
UNITED AIRLS HLDGS INC	COM	910047109	242	5,595	SH		SOLE		5,595	0	0
UNITED AIRLS HLDGS INC	COM	910047109	1,842	42,586	SH		OTR	1	0	42,586	0
UNITED BANKSHARES INC WEST V	COM	909907107	492	15,200	SH		OTR	1	0	15,200	0
UNITED BANKSHARES INC WEST V	COM	909907107	130	4,000	SH		SOLE		4,000	0	0
UNITED CMNTY BKS BLAIRSVLE G	COM	90984P303	896	31,500	SH		OTR	1	0	31,500	0
UNITED CMNTY BKS BLAIRSVLE G	COM	90984P303	208	7,300	SH		SOLE		7,300	0	0
UNITED NAT FOODS INC	COM	911163103	51	3,200	SH		SOLE		3,200	0	0
UNITED NAT FOODS INC	COM	911163103	220	13,800	SH		OTR	1	0	13,800	0
UNITED PARCEL SERVICE INC	CL B	911312106	33,157	196,893	SH		OTR	1	0	196,893	0
UNITED PARCEL SERVICE INC	CL B	911312106	2,884	17,125	SH		SOLE		17,125	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	1,253	7,443	SH		OTR	5	0	7,443	0
UNITED RENTALS INC	COM	911363109	9,254	39,904	SH		OTR	1	0	39,904	0
UNITED RENTALS INC	COM	911363109	366	1,579	SH		SOLE		1,579	0	0
UNITED STATES STL CORP NEW	COM	912909108	1,387	82,700	SH		OTR	1	0	82,700	0
UNITED STATES STL CORP NEW	COM	912909108	335	20,000	SH		SOLE		20,000	0	0
UNITED STATES STL CORP NEW	NOTE 5.000%11/0	912909AT5	81	54,000	PRN		SOLE		54,000	0	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	1,167	7,685	SH		OTR	5	0	7,685	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	13,535	89,166	SH		OTR	1	0	89,166	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	93	612	SH		SOLE		612	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	70,365	200,653	SH		OTR	1	0	200,653	0
UNITEDHEALTH GROUP INC	COM	91324P102	1,808	5,157	SH		OTR	5	0	5,157	0
UNITEDHEALTH GROUP INC	COM	91324P102	7,391	21,077	SH		SOLE		21,077	0	0
UNIVAR SOLUTIONS USA INC	COM	91336L107	228	11,974	SH		OTR	1	0	11,974	0
UNIVAR SOLUTIONS USA INC	COM	91336L107	0	0	SH		SOLE		0	0	0
UNIVERSAL CORP VA	COM	913456109	207	4,267	SH		SOLE		4,267	0	0
UNIVERSAL CORP VA	COM	913456109	873	17,960	SH		OTR	1	0	17,960	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	1,223	8,894	SH		OTR	5	0	8,894	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	428	3,114	SH		SOLE		3,114	0	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	14,429	104,938	SH		OTR	1	0	104,938	0
UNIVERSAL INS HLDGS INC	COM	91359V107	148	9,800	SH		SOLE		9,800	0	0
UNIVERSAL INS HLDGS INC	COM	91359V107	626	41,400	SH		OTR	1	0	41,400	0
UNIVEST FINANCIAL CORPORATIO	COM	915271100	43	2,100	SH		SOLE		2,100	0	0
UNIVEST FINANCIAL CORPORATIO	COM	915271100	177	8,600	SH		OTR	1	0	8,600	0
UNUM GROUP	COM	91529Y106	11,882	517,970	SH		OTR	1	0	517,970	0
UNUM GROUP	COM	91529Y106	1,056	46,013	SH		OTR	5	0	46,013	0
UNUM GROUP	COM	91529Y106	344	14,991	SH		SOLE		14,991	0	0
UPWORK INC	COM	91688F104	822	23,800	SH		SOLE		23,800	0	0
UPWORK INC	COM	91688F104	3,438	99,600	SH		OTR	1	0	99,600	0
URBAN EDGE PPTYS	COM	91704F104	437	33,800	SH		OTR	1	0	33,800	0
URBAN EDGE PPTYS	COM	91704F104	104	8,000	SH		SOLE		8,000	0	0
URBAN OUTFITTERS INC	COM	917047102	187	7,300	SH		SOLE		7,300	0	0
URBAN OUTFITTERS INC	COM	917047102	791	30,900	SH		OTR	1	0	30,900	0
US BANCORP DEL	COM NEW	902973304	10,687	229,389	SH		OTR	1	0	229,389	0
US BANCORP DEL	COM NEW	902973304	1,368	29,366	SH		SOLE		29,366	0	0
USANA HEALTH SCIENCES INC	COM	90328M107	1,843	23,900	SH		OTR	1	0	23,900	0
USANA HEALTH SCIENCES INC	COM	90328M107	447	5,800	SH		SOLE		5,800	0	0
V F CORP	COM	918204108	598	6,996	SH		SOLE		6,996	0	0
V F CORP	COM	918204108	3,975	46,536	SH		OTR	1	0	46,536	0
VALERO ENERGY CORP	COM	91913Y100	449	7,934	SH		OTR	5	0	7,934	0
VALERO ENERGY CORP	COM	91913Y100	605	10,695	SH		SOLE		10,695	0	0
VALERO ENERGY CORP	COM	91913Y100	6,535	115,516	SH		OTR	1	0	115,516	0
VALLEY NATL BANCORP	COM	919794107	527	54,000	SH		OTR	1	0	54,000	0
VALLEY NATL BANCORP	COM	919794107	125	12,800	SH		SOLE		12,800	0	0
VALVOLINE INC	COM	92047W101	708	30,600	SH		OTR	1	0	30,600	0
VALVOLINE INC	COM	92047W101	0	0	SH		SOLE		0	0	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	0	0	SH		SOLE		0	0	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	343,659	999,910	SH		OTR	3	0	999,910	0
VANGUARD INDEX FDS	VALUE ETF	922908744	4,373	36,762	SH		OTR	1	0	36,762	0
VANGUARD INDEX FDS	VALUE ETF	922908744	0	0	SH		SOLE		0	0	0
VARIAN MED SYS INC	COM	92220P105	341	1,946	SH		SOLE		1,946	0	0
VARIAN MED SYS INC	COM	92220P105	2,326	13,293	SH		OTR	1	0	13,293	0
VARONIS SYS INC	COM	922280102	704	4,300	SH		OTR	1	0	4,300	0
VARONIS SYS INC	COM	922280102	164	1,000	SH		SOLE		1,000	0	0
VECTOR GROUP LTD	COM	92240M108	616	52,900	SH		SOLE		52,900	0	0
VECTOR GROUP LTD	COM	92240M108	2,571	220,700	SH		OTR	1	0	220,700	0
VECTRUS INC	COM	92242T101	378	7,600	SH		OTR	1	0	7,600	0
VECTRUS INC	COM	92242T101	89	1,800	SH		SOLE		1,800	0	0
VEECO INSTRS INC DEL	NOTE 2.700% 1/1	922417AD2	93	95,000	PRN		SOLE		95,000	0	0
VEEVA SYS INC	CL A COM	922475108	146	535	SH		SOLE		535	0	0
VEEVA SYS INC	CL A COM	922475108	7,585	27,862	SH		OTR	1	0	27,862	0
VENTAS INC	COM	92276F100	4,036	82,298	SH		OTR	1	0	82,298	0
VENTAS INC	COM	92276F100	404	8,239	SH		SOLE		8,239	0	0
VERACYTE INC	COM	92337F107	396	8,100	SH		SOLE		8,100	0	0
VERACYTE INC	COM	92337F107	1,649	33,700	SH		OTR	1	0	33,700	0
VEREIT INC	COM	92339V308	0	0	SH		SOLE		0	0	0
VEREIT INC	COM	92339V308	407	10,774	SH		OTR	1	0	10,774	0
VERINT SYS INC	COM	92343X100	934	13,900	SH		SOLE		13,900	0	0
VERINT SYS INC	COM	92343X100	3,863	57,500	SH		OTR	1	0	57,500	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	5,058	4,613,000	PRN		DFND	1	0	4,613,000	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	76	69,000	PRN		OTR	4	0	69,000	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	32	29,000	PRN		SOLE		29,000	0	0
VERISIGN INC	COM	92343E102	3,162	14,612	SH		OTR	1	0	14,612	0
VERISIGN INC	COM	92343E102	501	2,317	SH		SOLE		2,317	0	0
VERISK ANALYTICS INC	COM	92345Y106	707	3,406	SH		SOLE		3,406	0	0
VERISK ANALYTICS INC	COM	92345Y106	4,911	23,659	SH		OTR	1	0	23,659	0
VERIZON COMMUNICATIONS INC	COM	92343V104	841	14,308	SH		OTR	5	0	14,308	0
VERIZON COMMUNICATIONS INC	COM	92343V104	5,403	91,968	SH		SOLE		91,968	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	39,608	674,187	SH		OTR	1	0	674,187	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	1,398	5,914	SH		SOLE		5,914	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	12,457	52,710	SH		OTR	1	0	52,710	0
VERTIV HOLDINGS CO	COM CL A	92537N108	0	0	SH		SOLE		0	0	0
VERTIV HOLDINGS CO	COM CL A	92537N108	2,665	142,752	SH		OTR	1	0	142,752	0
VIACOMCBS INC	CL B	92556H206	3,063	82,212	SH		OTR	1	0	82,212	0
VIACOMCBS INC	CL B	92556H206	473	12,693	SH		SOLE		12,693	0	0
VIATRIS INC	COM	92556V106	498	26,562	SH		SOLE		26,562	0	0
VIATRIS INC	COM	92556V106	3,290	175,551	SH		OTR	1	0	175,551	0
VIAVI SOLUTIONS INC	COM	925550105	111	7,400	SH		SOLE		7,400	0	0
VIAVI SOLUTIONS INC	COM	925550105	463	30,900	SH		OTR	1	0	30,900	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	2,124	1,653,000	PRN		SOLE		1,653,000	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	55	43,000	PRN		OTR	4	0	43,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	31,155	24,248,000	PRN		OTR	1	0	24,248,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	3,898	3,043,000	PRN		DFND	1	0	3,043,000	0
VICI PPTYS INC	COM	925652109	36	1,400	SH		SOLE		1,400	0	0
VICI PPTYS INC	COM	925652109	802	31,442	SH		OTR	1	0	31,442	0
VICOR CORP	COM	925815102	203	2,200	SH		OTR	1	0	2,200	0
VICOR CORP	COM	925815102	46	500	SH		SOLE		500	0	0
VIEMED HEALTHCARE INC	COM	92663R105	297	38,300	SH		OTR	1	0	38,300	0
VIEMED HEALTHCARE INC	COM	92663R105	71	9,200	SH		SOLE		9,200	0	0
VIPSHOP HOLDINGS LIMITED	SPONSORED ADS A	92763W103	616	21,900	SH		OTR	1	0	21,900	0
VIPSHOP HOLDINGS LIMITED	SPONSORED ADS A	92763W103	2	83	SH		DFND	1	0	83	0
VIPSHOP HOLDINGS LIMITED	SPONSORED ADS A	92763W103	62	2,200	SH		SOLE		2,200	0	0
VIR BIOTECHNOLOGY INC	COM	92764N102	220	8,200	SH		SOLE		8,200	0	0
VIR BIOTECHNOLOGY INC	COM	92764N102	929	34,700	SH		OTR	1	0	34,700	0
VISA INC	COM CL A	92826C839	2,972	13,588	SH		OTR	5	0	13,588	0
VISA INC	COM CL A	92826C839	8,485	38,792	SH		SOLE		38,792	0	0
VISA INC	COM CL A	92826C839	94,916	433,943	SH		OTR	1	0	433,943	0
VISHAY INTERTECHNOLOGY INC	COM	928298108	3,525	170,200	SH		OTR	1	0	170,200	0
VISHAY INTERTECHNOLOGY INC	COM	928298108	828	40,000	SH		SOLE		40,000	0	0
VISHAY INTERTECHNOLOGY INC	NOTE 2.250% 6/1	928298AP3	141	135,000	PRN		SOLE		135,000	0	0
VISHAY PRECISION GROUP INC	COM	92835K103	1,942	61,700	SH		OTR	1	0	61,700	0
VISHAY PRECISION GROUP INC	COM	92835K103	469	14,900	SH		SOLE		14,900	0	0
VISTEON CORP	COM NEW	92839U206	439	3,500	SH		SOLE		3,500	0	0
VISTEON CORP	COM NEW	92839U206	1,795	14,300	SH		OTR	1	0	14,300	0
VISTRA CORP	COM	92840M102	274	13,918	SH		OTR	2	0	13,918	0
VISTRA CORP	COM	92840M102	8,918	453,625	SH		OTR	1	0	453,625	0
VISTRA CORP	COM	92840M102	259	13,194	SH		SOLE		13,194	0	0
VOCERA COMMUNICATIONS INC	NOTE 1.500% 5/1	92857FAB3	42	30,000	PRN		SOLE		30,000	0	0
VONAGE HLDGS CORP	NOTE 1.750% 6/0	92886TAJ1	14,431	13,239,000	PRN		OTR	1	0	13,239,000	0
VONAGE HLDGS CORP	NOTE 1.750% 6/0	92886TAJ1	916	840,000	PRN		SOLE		840,000	0	0
VONTIER CORPORATION	COM	928881101	5,819	174,235	SH		OTR	1	0	174,235	0
VONTIER CORPORATION	COM	928881101	86	2,582	SH		SOLE		2,582	0	0
VORNADO RLTY TR	SH BEN INT	929042109	852	22,822	SH		OTR	1	0	22,822	0
VORNADO RLTY TR	SH BEN INT	929042109	112	2,991	SH		SOLE		2,991	0	0
VOXX INTL CORP	CL A	91829F104	283	22,200	SH		OTR	1	0	22,200	0
VOXX INTL CORP	CL A	91829F104	68	5,300	SH		SOLE		5,300	0	0
VOYA PRIME RATE TR	SH BEN INT	92913A100	332	74,334	SH		SOLE		74,334	0	0
VULCAN MATLS CO	COM	929160109	435	2,930	SH		SOLE		2,930	0	0
VULCAN MATLS CO	COM	929160109	2,860	19,282	SH		OTR	1	0	19,282	0
WABTEC	COM	929740108	287	3,920	SH		SOLE		3,920	0	0
WABTEC	COM	929740108	1,906	26,032	SH		OTR	1	0	26,032	0
WADDELL & REED FINL INC	CL A	930059100	166	6,500	SH		SOLE		6,500	0	0
WADDELL & REED FINL INC	CL A	930059100	698	27,400	SH		OTR	1	0	27,400	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	5,789	145,154	SH		OTR	1	0	145,154	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	631	15,822	SH		SOLE		15,822	0	0
WALMART INC	COM	931142103	2,516	17,454	SH		OTR	5	0	17,454	0
WALMART INC	COM	931142103	4,882	33,867	SH		SOLE		33,867	0	0
WALMART INC	COM	931142103	41,912	290,751	SH		OTR	1	0	290,751	0
WARRIOR MET COAL INC	COM	93627C101	188	8,800	SH		OTR	1	0	8,800	0
WARRIOR MET COAL INC	COM	93627C101	43	2,000	SH		SOLE		2,000	0	0
WASTE MGMT INC DEL	COM	94106L109	9,513	80,663	SH		OTR	1	0	80,663	0
WASTE MGMT INC DEL	COM	94106L109	1,001	8,485	SH		SOLE		8,485	0	0
WASTE MGMT INC DEL	COM	94106L109	432	3,667	SH		OTR	5	0	3,667	0
WATERS CORP	COM	941848103	405	1,636	SH		SOLE		1,636	0	0
WATERS CORP	COM	941848103	5,027	20,319	SH		OTR	1	0	20,319	0
WATERS CORP	COM	941848103	122	492	SH		OTR	5	0	492	0
WATERSTONE FINL INC MD	COM	94188P101	184	9,800	SH		OTR	1	0	9,800	0
WATERSTONE FINL INC MD	COM	94188P101	45	2,400	SH		SOLE		2,400	0	0
WAYFAIR INC	CL A	94419L101	45	200	SH		SOLE		200	0	0
WAYFAIR INC	CL A	94419L101	6,087	26,957	SH		OTR	1	0	26,957	0
WAYFAIR INC	NOTE 1.000% 8/1	94419LAF8	429	255,000	PRN		SOLE		255,000	0	0
WEC ENERGY GROUP INC	COM	92939U106	5,490	59,655	SH		OTR	1	0	59,655	0
WEC ENERGY GROUP INC	COM	92939U106	601	6,526	SH		SOLE		6,526	0	0
WEINGARTEN RLTY INVS	SH BEN INT	948741103	258	11,883	SH		OTR	1	0	11,883	0
WEINGARTEN RLTY INVS	SH BEN INT	948741103	0	0	SH		SOLE		0	0	0
WELBILT INC	COM	949090104	121	9,200	SH		OTR	1	0	9,200	0
WELBILT INC	COM	949090104	30	2,300	SH		SOLE		2,300	0	0
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	6,494	1,448,000	PRN		SOLE		1,448,000	0	0
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	14,743	3,291,000	PRN		DFND	1	0	3,291,000	0
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	85,402	19,042,000	PRN		OTR	1	0	19,042,000	0
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	211	47,000	PRN		OTR	4	0	47,000	0
WELLS FARGO CO NEW	COM	949746101	19,565	648,271	SH		OTR	1	0	648,271	0
WELLS FARGO CO NEW	COM	949746101	2,705	89,621	SH		SOLE		89,621	0	0
WELLTOWER INC	COM	95040Q104	6,980	108,014	SH		OTR	1	0	108,014	0
WELLTOWER INC	COM	95040Q104	592	9,164	SH		SOLE		9,164	0	0
WESBANCO INC	COM	950810101	453	15,125	SH		SOLE		15,125	0	0
WESBANCO INC	COM	950810101	1,877	62,637	SH		OTR	1	0	62,637	0
WESCO INTL INC	COM	95082P105	447	5,700	SH		OTR	1	0	5,700	0
WESCO INTL INC	COM	95082P105	102	1,300	SH		SOLE		1,300	0	0
WEST BANCORPORATION INC	CAP STK	95123P106	68	3,500	SH		SOLE		3,500	0	0
WEST BANCORPORATION INC	CAP STK	95123P106	280	14,500	SH		OTR	1	0	14,500	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	3,217	11,355	SH		OTR	1	0	11,355	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	457	1,612	SH		SOLE		1,612	0	0
WESTERN ASSET HIGH INCOME OP	COM	95766K109	1,196	241,565	SH		SOLE		241,565	0	0
WESTERN DIGITAL CORP.	COM	958102105	2,452	44,272	SH		OTR	1	0	44,272	0
WESTERN DIGITAL CORP.	COM	958102105	371	6,703	SH		SOLE		6,703	0	0
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	4,629	4,634,000	PRN		OTR	1	0	4,634,000	0
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	987	988,000	PRN		SOLE		988,000	0	0
WESTERN UN CO	COM	959802109	172	7,853	SH		SOLE		7,853	0	0
WESTERN UN CO	COM	959802109	1,313	59,824	SH		OTR	1	0	59,824	0
WESTROCK CO	COM	96145D105	262	6,012	SH		SOLE		6,012	0	0
WESTROCK CO	COM	96145D105	1,664	38,219	SH		OTR	1	0	38,219	0
WEYERHAEUSER CO MTN BE	COM NEW	962166104	562	16,753	SH		SOLE		16,753	0	0
WEYERHAEUSER CO MTN BE	COM NEW	962166104	8,054	240,200	SH		OTR	1	0	240,200	0
WHIRLPOOL CORP	COM	963320106	1,643	9,101	SH		OTR	1	0	9,101	0
WHIRLPOOL CORP	COM	963320106	252	1,395	SH		SOLE		1,395	0	0
WHITING PETE CORP NEW	COM NEW	966387508	3,492	139,665	SH		SOLE		139,665	0	0
WHITING PETE CORP NEW	COM NEW	966387508	16,821	672,857	SH		OTR	1	0	672,857	0
WIDEOPENWEST INC	COM	96758W101	1,544	144,700	SH		OTR	1	0	144,700	0
WIDEOPENWEST INC	COM	96758W101	364	34,100	SH		SOLE		34,100	0	0
WILLIAMS COS INC	COM	969457100	4,222	210,571	SH		OTR	1	0	210,571	0
WILLIAMS COS INC	COM	969457100	533	26,560	SH		SOLE		26,560	0	0
WILLIAMS SONOMA INC	COM	969904101	1,746	17,144	SH		OTR	1	0	17,144	0
WILLIAMS SONOMA INC	COM	969904101	0	0	SH		SOLE		0	0	0
WILLSCOT MOBIL MINI HLDNG CO	COM CL A	971378104	568	24,500	SH		OTR	1	0	24,500	0
WILLSCOT MOBIL MINI HLDNG CO	COM CL A	971378104	134	5,800	SH		SOLE		5,800	0	0
WINGSTOP INC	COM	974155103	186	1,400	SH		OTR	1	0	1,400	0
WINGSTOP INC	COM	974155103	53	400	SH		SOLE		400	0	0
WINNEBAGO INDS INC	NOTE 1.500% 4/0	974637AB6	89	75,000	PRN		SOLE		75,000	0	0
WIX COM LTD	NOTE 7/0	92940WAB5	27,472	14,844,000	PRN		OTR	1	0	14,844,000	0
WIX COM LTD	NOTE 7/0	92940WAB5	1,760	951,000	PRN		SOLE		951,000	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	22,771	13,587,000	PRN		OTR	1	0	13,587,000	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	2,573	1,535,000	PRN		SOLE		1,535,000	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	8,228	4,924,000	PRN		DFND	1	0	4,924,000	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	120	72,000	PRN		OTR	4	0	72,000	0
WORKHORSE GROUP INC	COM NEW	98138J206	289	14,600	SH		OTR	1	0	14,600	0
WORKHORSE GROUP INC	COM NEW	98138J206	69	3,500	SH		SOLE		3,500	0	0
WORKIVA INC	COM CL A	98139A105	110	1,200	SH		SOLE		1,200	0	0
WORKIVA INC	COM CL A	98139A105	467	5,100	SH		OTR	1	0	5,100	0
WORKIVA INC	NOTE 1.125% 8/1	98139AAB1	108	80,000	PRN		SOLE		80,000	0	0
WORLD FUEL SVCS CORP	COM	981475106	757	24,300	SH		SOLE		24,300	0	0
WORLD FUEL SVCS CORP	COM	981475106	3,169	101,700	SH		OTR	1	0	101,700	0
WP CAREY INC	COM	92936U109	42	600	SH		SOLE		600	0	0
WP CAREY INC	COM	92936U109	1,757	24,895	SH		OTR	1	0	24,895	0
WRAP TECHNOLOGIES INC	COM	98212N107	39	8,100	SH		SOLE		8,100	0	0
WRAP TECHNOLOGIES INC	COM	98212N107	160	33,200	SH		OTR	1	0	33,200	0
WYNDHAM DESTINATIONS INC	COM	98310W108	22	500	SH		SOLE		500	0	0
WYNDHAM DESTINATIONS INC	COM	98310W108	5,125	114,240	SH		OTR	1	0	114,240	0
WYNN RESORTS LTD	COM	983134107	254	2,251	SH		SOLE		2,251	0	0
WYNN RESORTS LTD	COM	983134107	1,594	14,127	SH		OTR	1	0	14,127	0
XCEL ENERGY INC	COM	98389B100	762	11,424	SH		SOLE		11,424	0	0
XCEL ENERGY INC	COM	98389B100	5,268	79,012	SH		OTR	1	0	79,012	0
XENCOR INC	COM	98401F105	1,705	39,074	SH		OTR	1	0	39,074	0
XENCOR INC	COM	98401F105	410	9,406	SH		SOLE		9,406	0	0
XENIA HOTELS & RESORTS INC	COM	984017103	377	24,800	SH		OTR	1	0	24,800	0
XENIA HOTELS & RESORTS INC	COM	984017103	90	5,900	SH		SOLE		5,900	0	0
XEROX HOLDINGS CORP	COM NEW	98421M106	12,307	530,704	SH		OTR	1	0	530,704	0
XEROX HOLDINGS CORP	COM NEW	98421M106	233	10,066	SH		SOLE		10,066	0	0
XEROX HOLDINGS CORP	COM NEW	98421M106	1,195	51,534	SH		OTR	5	0	51,534	0
XILINX INC	COM	983919101	5,057	35,668	SH		OTR	1	0	35,668	0
XILINX INC	COM	983919101	749	5,280	SH		SOLE		5,280	0	0
XPERI HOLDING CORP	COM	98390M103	84	4,000	SH		SOLE		4,000	0	0
XPERI HOLDING CORP	COM	98390M103	355	17,000	SH		OTR	1	0	17,000	0
XPO LOGISTICS INC	COM	983793100	5,938	49,814	SH		OTR	1	0	49,814	0
XPO LOGISTICS INC	COM	983793100	36	300	SH		SOLE		300	0	0
XYLEM INC	COM	98419M100	2,670	26,227	SH		OTR	1	0	26,227	0
XYLEM INC	COM	98419M100	402	3,946	SH		SOLE		3,946	0	0
YELP INC	CL A	985817105	2,800	85,700	SH		OTR	1	0	85,700	0
YELP INC	CL A	985817105	673	20,600	SH		SOLE		20,600	0	0
YETI HLDGS INC	COM	98585X104	459	6,700	SH		SOLE		6,700	0	0
YETI HLDGS INC	COM	98585X104	1,890	27,600	SH		OTR	1	0	27,600	0
YEXT INC	COM	98585N106	41	2,600	SH		SOLE		2,600	0	0
YEXT INC	COM	98585N106	168	10,700	SH		OTR	1	0	10,700	0
YORK WTR CO	COM	987184108	93	2,000	SH		SOLE		2,000	0	0
YORK WTR CO	COM	987184108	377	8,100	SH		OTR	1	0	8,100	0
YUM BRANDS INC	COM	988498101	10,766	99,173	SH		OTR	1	0	99,173	0
YUM BRANDS INC	COM	988498101	1,365	12,576	SH		OTR	5	0	12,576	0
YUM BRANDS INC	COM	988498101	809	7,453	SH		SOLE		7,453	0	0
YUM CHINA HLDGS INC	COM	98850P109	74	1,300	SH		SOLE		1,300	0	0
YUM CHINA HLDGS INC	COM	98850P109	708	12,401	SH		OTR	1	0	12,401	0
ZEBRA TECHNOLOGIES CORPORATI	CL A	989207105	2,982	7,758	SH		OTR	1	0	7,758	0
ZEBRA TECHNOLOGIES CORPORATI	CL A	989207105	468	1,219	SH		SOLE		1,219	0	0
ZENDESK INC	COM	98936J101	2,840	19,840	SH		OTR	1	0	19,840	0
ZENDESK INC	COM	98936J101	57	400	SH		SOLE		400	0	0
ZILLOW GROUP INC	CL A	98954M101	16,202	119,188	SH		OTR	1	0	119,188	0
ZILLOW GROUP INC	CL A	98954M101	310	2,281	SH		SOLE		2,281	0	0
ZILLOW GROUP INC	CL C CAP STK	98954M200	0	0	SH		SOLE		0	0	0
ZILLOW GROUP INC	CL C CAP STK	98954M200	1,752	13,497	SH		OTR	1	0	13,497	0
ZILLOW GROUP INC	NOTE 1.500% 7/0	98954MAC5	884	519,000	PRN		SOLE		519,000	0	0
ZIMMER BIOMET HOLDINGS INC	COM	98956P102	701	4,551	SH		SOLE		4,551	0	0
ZIMMER BIOMET HOLDINGS INC	COM	98956P102	4,648	30,161	SH		OTR	1	0	30,161	0
ZIONS BANCORPORATION N A	COM	989701107	136	3,140	SH		SOLE		3,140	0	0
ZIONS BANCORPORATION N A	COM	989701107	1,037	23,865	SH		OTR	1	0	23,865	0
ZIX CORP	COM	98974P100	413	47,900	SH		SOLE		47,900	0	0
ZIX CORP	COM	98974P100	1,716	198,800	SH		OTR	1	0	198,800	0
ZOETIS INC	CL A	98978V103	1,732	10,467	SH		SOLE		10,467	0	0
ZOETIS INC	CL A	98978V103	12,868	77,751	SH		OTR	1	0	77,751	0
ZOOM VIDEO COMMUNICATIONS IN	CL A	98980L101	11,141	33,027	SH		OTR	1	0	33,027	0
ZOOM VIDEO COMMUNICATIONS IN	CL A	98980L101	179	531	SH		SOLE		531	0	0
ZYNGA INC	NOTE 0.250% 6/0	98986TAB4	1,395	1,042,000	PRN		SOLE		1,042,000	0	0
ZYNGA INC	NOTE 0.250% 6/0	98986TAB4	23,292	17,399,000	PRN		OTR	1	0	17,399,000	0
ZYNGA INC	NOTE 0.250% 6/0	98986TAB4	65	49,000	PRN		OTR	4	0	49,000	0
ZYNGA INC	NOTE 0.250% 6/0	98986TAB4	4,469	3,351,000	PRN		DFND	1	0	3,351,000	0